On ancestry.com, I've gone to my Tree ... pulled down the "Tree Settings" and there is a 'download GEDCOM' option

That seems to export the tree to a local GEDCOM file (save as, some file name).

When importing it into MacFamilyTree, it does not appear to include the various media, and has a lot of broken GEDCOM tags.

So this, for me, is not best. But, it does save the linkage info & facts