There are also a few providers that will let you do in-service rollovers to either traditional IRAs or Roth IRAs. Many also don't advertise this, but will do it

There are also a few providers that will let you do in-service rollovers to either traditional IRAs or Roth IRAs. Many also don't advertise this, but will do it if you ask(mine is one of these). It is definitely worth asking about if you have crappy funds in your 401k, as is talking to your management about getting a better 401k provider.