Data modelling in Power BI

Hi, I need to get in a few facts and dimension tables in power bi. 

There are a few joins basically for my 3 dimension tables and 2 fact tables. The two fact tables are joined supposed to be joined with 1 and 3 dimension tables based on foreign keys. Now, my question is should I perform these joins in sql(backend) and get two datasets to powerbi or should I get all 5 tables (3 dimension tables and 2 fact tables) into powerbi and perform the joins in the data modelling of powerbi. 

Which is the best approach considering the data size of the fact tables are huge?

Thank you