Use new or static method as factory replacement?

Question

Software design

The first option, such pieces are scattered throughout our application $dto = new SomeData($data).
The second option is scattered throughout the application such pieces: $dto = SomeDto::fromArray($data)where inside we already use the new operator. It is a question specifically about DTO objects.
Personally, I like the second option more, I can't say why. Perhaps someone can explain why? And which option is better?