In most cases, no. A VPN sends your data through an intermediary server, which is typically slower than a direct connection. On top of that, all the data must be encrypted and decrypted between your device and the VPN server, further increasing lag and ping time. A few exceptions do exist, such as when the VPN allows the player to bypass congested bottlenecks between their device and the game server. But this largely depends on the player's environment, the game's servers, and their locations.