VPN on reduces speed dramatically

On my router Zyxel EX3301-T0 there is no options for vpn access I can find. When use any devices using the vpn own apps , it definitely works but hammers my speed by over 50% when it didn't with another router and connection. So wasn't sure if there's any settings at router that is suppressing it as when vpn is off I get regular fast speeds by ISP. Any help would be appreciated