The overall fee you pay depends on the fee rate (sat/B or sat/vB) and the actual size (bytes or virtual bytes).
Fee [sat] = fee rate [sat/size] * size
A single transactions with 1 input and 20 outputs is at roughly ~800 vByte.
20 Transactions with 1 input and 1 output each, are roughly 3-4 times larger in size. And therefore the fee would also be 3-4 times larger given you use the same fee rate.
I appreciate your answers. That means for 20 transactions, single payment 20 times in fee will be 20 times higher. But if I send to 20 addresses at ones, the fee can only increase 3 to 4 times due to the transaction size. This is still lower.
What matters is the size of the transaction, not the actual amount been sent. I think I understood this in details now.
Thank you all.