By better job do you mean a better job at improving peoples lives (hah!) or do you mean "costs-me-less-money-so-I-can-go-get-myself-a-new-SUV"?
It's a question of efficiency. Private charities, in general, are more efficient with their money than government welfare programs. With both, a certain amount of the money collected, through taxes or voluntarily, will go towards administration and distribution costs rather than actually giving the money(or goods bought with the money) to the receiving end. There's also the matter of how well, the money is distributed, though that's a seperate efficiency issue.
Government welfare is greatly inefficient in terms of administration costs. I can't find an exact number(if someone could, please do) but I have heard it is over 50%. Private charities are more likely to have low overhead costs, like the Salvation Army or the American Kidney Foundation, and distribute much more effectively. Also, since these organizations were founded and are run on charitable intent they are run in such a manner as to be charitable, as opposed to welfare, which is established with charitable/political intent and run by beauracrats that really just don't give a damn - it's just a job to them.
