Adapters in general do not restrict the resolutions available in any way.
What the Mac spits out natively is the most modern interface -- DisplayPort (or its Mini variant) even in the Thunderbolt or USB-C form factor. This is the most advanced display protocol, and supports the highest resolutions with the least trouble at the lowest Voltages. A display using DisplayPort protocol requires a display with a screen buffer, because the old fashioned "heartbeat" repainting of the screen every 60 to 120 times a second (even if it does not change) is greatly reduced -- a DisplayPort display must hold a copy of the screen.
Adapters allow you to easily get single-Link DVI (up to 1920 wide) or HDMI (up to 1080p). Other protocols require more complex conversions and sometimes more expensive adapters (because their higher-powered signals may require signal re-driver circuitry).
HDMI can be complicated and troublesome above 1920 by 1080p. It's not that it can't be done, you just have to get all the correct special adapters and special cables and every setting on the Mac and the display device just exactly right.
VGA adapters sometimes have limits on their high-end resolution abilities, and may cap the resolution at less than what the Mac can produce on DisplayPort. That is one example where the adapter (changing to Analog VGA) can limit the resolution.
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