Is it recommended to have class methods return void on success, then return exception on failure?

I'm currently working with PHP and have been doing in and else inside a try and catch block.

it looks like this

try {
    if (!Class::classMethod()) {
        throw new Exception("error!");
    }

    if (!Class::anotherClassMethod()) {
        throw new Exception("another type of error!");
    }
} catch (Exception $e) {
    // send error message to index.php as a readable error for users
}

and class method does some code, returns true or a value on success, returns false on failure.

I have been experimenting with exceptions and thought of doing this instead:

Class.php

class Class {
    function method() {
        // executing some code
        if (failed) {
        throw new Exception("error!");
        }
        return;
}

and then :

index.php

require_once("Class.php");

try {
    Class::method();
} catch (Exception $e) {
    // reload index.php with error message as a readable error for users
}

Which one is recommended and why? thank you!