Is it better to use Javascript to validate, or the built-in validation of ASP.Net

When I use a compare validator, datatypecheck="String", and try to enter the following code to test, the comparevalidation doesn't catch it in time, and instead the browser pops up with an error saying the text is not allowed.
Will JavsScript validation catch it? 
 
<link href="../Styles/StyleSheet.css" />

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