Sure, TOR & VPN Both of these are use proxies, The Onion Router uses the Middle relay, Exit relay & Bridges to redirect your traffic, It uses multiple layers of relay to confirm your anonymity. on the other hand, VPN replaces your IP address and connects you to another IP to hide your activity and protect your privacy.

Privacy hides your activity and anonymity protects your identity.

So, if you are concerned about privacy then you have to go for a VPN.
if you concern about anonymity then TOR is the best solution for you.