By default all external drives sold in the US, except for those specifically stated are formatted for a particular system are factory formatted in FAT 16 or 32. FAT 16 has a file size limitation and FAT 32 doesn't. A work around is to use exFAT, which works on both PC and Mac's and does not have a file size limitation.
There is another option, but requires you to add permissions in the Terminal in Mac to allow Write access to formatted NTFS drives. How to enable NTFS write support natively for OS X. Here is the link: https://www.techrepublic.com/article/pro-tip-enable-ntfs-write-support-natively-for-os-x/ I transfer from both systems and have found that exFAT works just fine for me.
The main reason to format NTFS on PC's is it give more security and other functions that exFAT or other FAT version does not give. So depending on the need and frequency a thumb drive formatted in exFAT to transfer from PC to Mac or vice versa sounds like would work best for you.
I hope this has given you some help in your search?
TechRepublic does state that care should be taken if you decide to use there information to open native support for NTFS on Mac's. Such as backup in case something goes wrong.