Well, I personally believe that it depends on the vpn. Still, there are some more options nowadays to protect your data, especially for your business issues. Check out this cool resource about network concentrator
https://www.vpnunlimited.com/help/more-about-vpn/what-is-a-vpn-concentrator and make sure you are aware of all possible options. The thing is that I have been using it for a year or so and should say it is very effective