Depends on what kind of VPN you use. Have you heard of the Five Eyes or Nine Eyes?
Those are "surveillance alliances" that collect data on their users with the help of their Internet Service Providers and VPNs.

A VPN can be both a great way to hide your identity and a huge adversary of your privacy.
Read about it here > https://restoreprivacy.com/5-eyes-9-eyes-14-eyes/