There are two connections that are used by VPN’s, split tunnels or full tunnels. When using a full tunnel, al information that is transmitted and received is sent through the connection that you established remotely from your computer to the VPN server.
However, split tunneling will only send certain data over the connection established with the VPN. An example of this would be email and web surfing will not use the VPN, but sensitive information will. The real difference and advantage to this is that sensitive information is separated from other internet activities and the bandwidth is less strained and therefore the VPN is far more efficient and faster.
While it is far better, it can be a bit difficult to set up and is not compatible with all operating systems, nor is it offered by each VPN provider. If you fail to set it up correctly, it could lead to your service provider or third parties accessing sensitive information. Therefore it is recommended that you get assistance from the VPN support team if unfamiliar with how to set up split-tunneling on your operating system.
If you are comfortable with this, then take time to verify which VPN service providers offer split-tunneling as it has some great advantages overall over full tunneling. ExpressVPN is one that offers split-tunneling, as does PureVPN and Ivacy.