SQL Server includes both Change Data Capture and Auditing since SQL Server 2008. Both features are available in the Enterprise edition, so you are going to pay extra if you want to use them in production.
A third-party tool will be a lot cheaper if you don't need the features of the Enterprise edition.
Both CDC and Audit include logging of DML and DDL events, yet they address different scenarios:
- CDC captures detailed events in a relational format so a tool can process the changes for reporting or replication purposes.
- Auditing captures detailed events for security purposes.
The schemas, data volumes and security restrictions of both features are very different. You would have to think carefully which scenario you want to address before picking one or the other