It is disliked to start a voluntary prayer after the Mu’adhdhin has started to say Iqamah for prayer, whether that is a regular sunnah, such as the sunnah of Subh or Zuhr, or anything else, and regardless of whether he knows that he will catch up with the rak`ah with the Imam or not Sahih Muslim 710 a
Translation
Abu Huraira reported the Messenger of Allah (ﷺ) as saying
When the prayer commences then there is no prayer (valid), but the obligatory prayer. This hadith has been narrated by Warqa' with the same chain of transmitters.