lesser of two evils

the lesser of two evils (the less unpleasant of two choices, neither of which are good) — из двух зол выбирают меньшее

Example: Sometimes I don't like either of the candidates, so I just try to choose the lesser of the two evils.

Usage notes: sometimes used in the form a lesser evil: I don't like her, I just think of her as the lesser evil.

see also
[better one-eyed than stone-blind]
[better the devil you know]