Yes, VPNs are entirely different from Proxy Servers in lot more ways. A proxy server masks your IP address and changes it with some other IP address. But the problem with proxy servers are, they are not secure, and they can easily transfer your data as plain text over the internet, which can be easily read by anyone. But when it comes to VPNs, they change your IP address and mask your real IP and protect the IPv6 and DNS leaks. Also, they send your data through encrypted tunnels, which makes it more secure and more worthy than any proxy servers.