I guess it depends on what you expect from the vids, what the lighting conditions will be, and how much you want to spend. Phone cams are pretty darn good these days and might be your best answer- or not
Your question is kind of like asking "Which car should I buy?" which is unanswerable without knowing a lot more about what you plan to do with it. Better details will get you better answers
I feel filming with a handheld camcorder are hard, and it is rare the footage get anywhere as good as if a good tripod was used.
Especially filming with zoom applied get hard handheld, so in that case you will want to do anything you can to steady yourself or the camera.
phone ( if you can use it right which it seem few can with all that vertical video ) and action camera are only good if you are close to the subject, a good camcorder are a much better all round alternative, and today a camcorder are actually pretty darn small too, they will easy fit into most jacket pockets or a fanny pack or something like that.
And for god sake if you film a UFO, get off autofocus and steady that camera.