What do you mean exactly?
If the function is available in the language you are using, then you should use that function directly rather than call across to the SQL engine to do it. Likewise, if you're using SQL directly (writing a query) then using the functions directly in SQL is better than calling a function in another language.
Every time you call across boundaries to other languages e.g. SQL to PL/SQL or PL/SQL to SQL, you cause a context switch which takes additional time.