My apologies. I conflated a 401k with a roll over IRA. (Because that is where my company sponsored 401k tends to go as soon as it I can get it there.)
If you just mean a company sponsored 401k, you are very much limited to the few selections that they provide.
I did not think that you meant that, as they are very much specific to the company that manages the program. I was assuming that you meant something more self directed through a broker. Sorry if I caused any confusion.