If ultimate privacy is your goal, you may wonder why it's better to use a VPN over a proxy. Proxies are great, but they only mask your IP address for the application you're using it for. It won't hide any data from your ISP or work on other applications. A VPN, on the other hand, changes the IP address for your entire network. For example, if you set up your VPN on your PC, all activity performed on your PC is masked.