You can import a GEDCOM from Ancestry to RootsMagic. Unfortunately, images and documents won't transfer via GEDCOM, so you'll want to make sure you've saved all those documents to your hard drive or the cloud (I recommend the cloud, especially if you're switching to RM) before you delete your tree or anything drastic like that.
Unless your Ancestry tree is super-humongous, I honestly would recommend inputting your data one person at a time, adding media and source citations as you go. I did this when I switched from FTM. Yes, it will take a long time, but you'll be amazed at some of the stuff you'll find that should (or shouldn't) be in there. Plus, the citations created by Ancestry aren't always formatted according to Evidence Explained, and this way you can ensure that they will be (RootsMagic's source templates are based on Evidence Explained).