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The main advantage of using VPN instead of proxy is the total encryption of all traffic that passes through it. VPNs are more than proxies, because they not only protect you from what your browser does, but also protect all your traffic, including your browser, no matter where you have installed or activated a VPN. Running a VPN does not slow down your Internet connection. The connection itself is usually more stable with a VPN and, to repeat, it encrypts the traffic. A proxy only protects what you do through your browser.