A .tar.gz - or .tgz - is a TAR archive run through gzip as a single stream. Because compression sees all the files at once rather than one at a time, a folder of similar files usually ends up smaller than the equivalent ZIP. The trade is that reading one file means decompressing everything before it.
Every conversion below runs in this page, on your own machine. Nothing is uploaded, there is no queue, and there is no account to make. Pick a target format, or just drop a TGZ file above and choose afterwards.