Both sentences are correct. The first is using an active voice, the 2nd is using the passive voice.
The first is more direct and has a stronger tone than the 2nd. The passive version is speaking in a more indirect or roundabout way.
In conversation probably the active voice is more common. In writing you see more of the passive style but even there, active voice is more common usually.
Which style you use, depends on your writing/speaking style and whether your preference is to be more direct (active) or not.