While I was on Copaxone, I had pretty much 3.5 years relapse-free with only one new lesion in that time. When I relapsed, my neuro told me that it wasn't working for me any more and to come off it. When I started on Rebif, I asked my neuro at what point it would be working / fully "in my system". He said 6 months - a relapse after that is considered a treatment failure.
So, if your neuro is anything like my neuro, he must reckon that you would do better on something else.
As far as I know, having a relapse whilst on an injectable DMD means you are eligible for fingolimod. The trial results show that it is more effective than the injectables, but not as good as Tysabri. The most worrying side effect to me is the macular edema which can lead to vision loss if unnoticed - but stopping fingolimod reverses the edema, so all that needs to be done is to have regular checks. The deaths that "Risk" (apt avatar) alludes to are a miniscule proportion of the people taking it. And nothing that we put in our bodies comes without risk (including food! - a friend of mine's son nearly died from licking a spoon that had been used to stir lentil soup - an unknown allergy!).
Whether or not to switch is your choice though - your neuro can't make you. If you're happy on Rebif, then stick. I'm eligible for fingolimod, but Rebif is working really well for me so I'm staying put. If I relapse this year, I probably will switch though - I really don't want my EDSS to get any worse if I can help it.