Forget OpenVPN. Now there is
They say it is far better than OpenVPN which has a very old codebase. WireGuard code base is only 4% when compared to OpenVPN. It also claims to use the latest cryptography techniques. So it lean, fast, secure and Linux kernel will be supporting it in the upcoming release.
Another news is that Ubuntu's next version, 20.04 will have it ready to use for you. Pre -installed ? That I don't know, but mostly in their official repositories.
There is more. WireGuard is available in Android, Windows, Mac, BSD and iOS. It is so lean and simple that you can run it through a Raspberry Pi. Setting up is easy when you have the SSH and keys ready. They have decent documentation as well.
Good luck. Give it a try and let us know how it helped you.