I find you need to buy a decent router, which will be expensive to get a decent speed through the VPN.
Cheap third party routers capable of running a VPN will give poor speeds if set up properly.
Others will say different but I've tried a few routers and ended up buying the Asus AC88U as its dual core 1.5ghz so copes well through a VPN.
Good luck finding a cheap router with good speed through it, personally I don't think its possible.
Unless you find something second hand