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Oxfordcomma, if you will do it using a subdirectory (www.you-domain.com/blog, for example), it will depend on the blog architecture and its optimization from on-page perspective (title definition, title in document as H1, friendly URL, and so on). Some tools (like Wordpress) are optimized for it, so it could be a good option. If you build the blog using the website infrastructure following the recommended guidelines for on-page optimization, I see no relevant difference between the 02 options.
Oxfordcomma, if you will do it using a subdirectory (www.you-domain.com/blog, for example), it will depend on the blog architecture and its optimization from on-page perspective (title definition, title in document as H1, friendly URL, and so on). Some tools (like Wordpress) are optimized for it, so it could be a good option. If you build the blog using the website infrastructure following the recommended guidelines for on-page optimization, I see no relevant difference between the 02 options.