Yes, but it's only useful when connected to your home LAN where you have control over the router, and even then only if you know how to set it up.

Edit: also not sure if the router I got from my ISP (which I don't use, but I guess 99% of their other customers do since it is non-trivial to replace without losing IPTV) would allow me to configure it as a VPN gateway. Pretty sure it won't considering they try to lock it down as much as possible.