I know that there are similar questions floating around (like SQL Filter criteria in join criteria or where clause which is more efficient) but as I remember SQL functions are special. Maybe? So basically which is more correct/more performant?
SELECT *
  FROM  [DBOne].[dbo].[SomeData] SD
    INNER JOIN [DBTwo].[DBOne].[SomeOtherData_GetALL]() SOD ON SD.[DataID] = SOD.[DataID]
OR
SELECT *
  FROM  [DBOne].[dbo].[SomeData] SD
  WHERE SD.[DataID] IN (SELECT [DataID] FROM [DBTwo].[DBOne].[SomeOtherData_GetALL]())
 
     
     
    