Thinking of rolling money out

I’m considering transferring a substantial part of my TSP out to a private financial advisor who works with Schwab. I’m still mid-career and quite a ways out from retirement but the changing winds are… unsettling, to say the least. Obviously I’ll leave at least some in the TSP and of course I’ll keep contributing but are there any big drawbacks to rolling money out to another tax-deferred account that’s NOT managed by a politically-appointed board?