Using a VPN can really slow down your data transfer speed, because there are several VPN users connected to the same server, and the more of them, the lower the data transfer speed will be. You can see more information here. Again, if you are using a remote server, your data will have to travel a long distance, which will also affect the speed negatively. Finally, VPN services encrypt and decrypt your data, which takes time and results in further slower connection speeds.