Both are tasty but I wouldn't consider one to be "better" than the other, any more than I would consider peanut butter to be "better" than dijon mustard.
Marmalade is a form of citrus jam, very sweet, usually very sharp, and containing candied citrus peel. It's generally eaten on toast for breakfast. Quince cheese (in the UK) is generally less sweet, is a quince paste rather than a jam, and is used as an accompaniment to hard cheeses as an alternative to chutney. I believe this is how it is largely eaten in Spain, too, with manchego.
So while both marmelada and goiabada are great (I presume, having not tried goiabada), it's really a different thing to marmalade.