Depends on why you want to supplement with it. Most supplement Fish Oil for the EPA + DHA and you get that in Cod Oil, it just tends to need larger amounts to reach the levels of EPA + DHA many may shoot for.
I wouldn't say better just because of those, most I know use Fish Oil for the EPA + DHA, but if you need more Vitamin D and A or need it all in one product that might be more convenient. Subsequently though having those in there may make it harder to reach optimal EPA + DHA without getting into higher amounts of those vitamins.