Better be the head of a dog than the tail of a lion. 
Related proverbs
Similar proverbs in the same language
English
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Better be first in a village than second at Rome.
Similar proverbs in another language
Latin
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Malo hic esse primus quam Romae secundus.
I would rather be first here than second in Rome.
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Melius in oppidulo esse primum, quam in civitate secundum.
It is better to be in a small town first, than in a city second.
German
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Lieber der erste hier, als der zweite in Rom.
Better the first here than the second in Rome.
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Besser ein kleiner Herr, als ein großer Knecht.
Better a little master than a big servant.