It depends on the field and particular anthology and journal you are comparing (e.g., in CS the most prestigious publication venue is conference proceedings, not journals). Generally, anything that is peer-reviewed is better than a non-peer-reviewed venue. In my field, journals are normally considered better than edited volumes (with caveats for particular journals and particular books edited by particular scholars). However, if the anthology is widely circulated in your subfield and is well regarded, it may be a better choice compared to a journal that will yield less exposure for your work. This is really something you should consult with your advisor about, because they will know the specifics about the publication venues in your (sub)field and how well your paper fits with particular venues that your work might be suited for. Not knowing your work or the venues you are considering, I think it'll be hard for anyone here to give very specific advice in this case.