What do you mean by better?
The 4EFTE has more power out of the box and is turbocharged already, so you can install a larger turbo and boost higher without having to rebuild the engine.
The 5EFHE has less power and has higher compression, making it less boost friendly, plus the computer can't handle boost. But, it has a slight displacement advantage, and the internals are quite strong.
My answer: 4EFTE. For the most power, a 5EFHE with a low compression rebuild and turbo would be best. Of course, if you're going to do that much work... you might as well look into the 4AGZE, IMHO.
I hope that helps.