If you want to do VPN at router level you really will need to shell out on a decent spec one or get utterly shit speeds.
I am able to achieve about 40MB down using the Asus RT-AC68U or DSL-AC68U (if you need modem built in) so I lose half my speed.
Using VPN on PC direct I can get about 65MB as opposed to my full 80MB

The router really does need a belting CPU to handle the encryption