I believ that it all depends on the Protocol your VPN is supporting, as you may have heard that there are different protocols through which the VPN connects. PPTP, L2TP/IPSec, OPEN VPN, SSL, SSTP. SSTP is the most secure protocol but it compromises on the speed. L2TP/IPsec and PPTP are fast but they compromise on security. OPENVPN however is better than all three as it keeps a balance between speed and security. Your data is generally safe through a VPN, its very difficult bypassing protocols and it takes a real pro to get through them but all of this depends on the co-operation of the VPN service Provider, if you are using a VPN Service of well known company you wont have to worry about your data being hacked.