Musnad Ahmad 124:11

Husayn ibn Muhammad narrated to us, he said: Muhammad ibn Mutarrif—who is Abu Ghassan—narrated to us, from Abu Hazim, from Sahl ibn Sa’d, that he heard the Messenger of Allah, peace and blessings of Allah be upon him, saying: "A going forth in the way of Allah is better than the world and what is in it." And he mentioned its meaning.