Yes, using an authenticator app is generally considered more secure than using SMS for 2FA. As mentioned before, SMS messages can be intercepted or redirected, whereas authenticator apps generate codes locally on your device, making them much harder for a potential attacker to access.
Authenticator apps are not only faster and more reliable than SMS 2FA, they also enforce an additional layer of security, such as a passcode, a password or biometrics (i.e. fingerprint).