Assuming by "better", you mean English, yes. I'm not quite sure why a Korean film needs Korean subtitles, assuming that's what the text is.
On a slightly frivolous note, am I alone in wanting to see one - or several, possibly spliced-together - of these oriental action epics with made-up subtitles, as Woody Allen did in his sadly forgotten not-quite-masterpiece What's Up Tigerlily?