better the devil you know

better the devil you know (than the devil you don’t know) — из двух зол выбирай меньшее (= лучше известное зло, чем неизвестное)

Used to say that it is better to deal with sb or sth you know, even if you do not like them, than to deal with sb or sth new that might be worse (LDOCE)

see also
[better one-eyed than stone-blind]
[lesser of two evils]