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When choosing a file system format, consider whether performance or compatibilty is more important for your general use case.
It's recommended that you use a journaled file system for optimized performance. Note that exFAT is not a journaled file system.
NTFS (New Technology File System) is a proprietary journaling file system for Windows. macOS can read NTFS volumes, but it can't natively write to them. This means your Mac can copy files from an NTFS-formatted drive, but it can't add files to or remove files from the drive. If you need more versatility than this one-way transfer with Macs, consider exFAT.
Apple offers two proprietary file systems:
Windows cannot natively read or write to Mac OS Extended (HFS+) volumes. If you're in a macOS-only environment, use Mac OS Extended (HFS+) for optimal performance. If you need cross-platform compatibility with Windows or Linux computers, use exFAT.