It's open source and I haven't heard anything negative about it. Only downside is that using a VPN at the same time is probably (?) impossible.

> I'm always concerned with an app that routes all my traffic through a VPN.

Many of these use the VPN subsystem of Android, but are not actually VPNs -- that is, they aren't routing anything off of your device. Using the VPN subsystem is just a way to be able to filter network traffic without having to have rooted your device.

The only downside is that you can't use such an app and a real VPN at the same time.