Top 10 VPN has vetted 150 Android VPN apps that are free to install. Apparently you are taking risks by saving on your security when it comes to VPN services. The areas in which they investigated the apps were risky permissions, DNS leaks, risky functions and virus/malware. 85 percent of the tested services were found to be troubling.
If you use a free VPN service, you should check the list (in PDF format) to see what vulnerabilities it has (if any). For a more in-depth look at the investigation and its findings, read the VPN risk index article: