There is free software version you can install on your PC:
https://www.sophos.com/en-us/products/free-tools/sophos-utm-home-edition.aspx
I have been meaning to give something like this a try on an AMD cat core computer I have. Previously I was considering Untangle.
Just to be clear for anybody else reading it, yes it installs on a regular computer but that computer will be dedicated for the UTM, it's replacing Windows. Also, keep in mind it needs at least two ethernet ports (one for internet in, one for LAN out). Alternatively, you can run it as a VM (that's what I'm doing).
Last but not least, you'll have to figure out what to do about wireless, assuming you want wireless in your house. I replaced my Cisco Meraki AP's with Sophos AP15's because of their integration with the UTM and the crappy range of the Meraki's. I would have liked to go with AP55's instead of the AP15's but that over doubles the price of the AP. The AP15's are $130 on Amazon right now.
Regarding the UTM itself. Keep in mind the more features you enable the more grunt the box will need to keep up. Some of the features/modules (such as IPS if I recall) are single threaded, so you'll be wanting some clock speed, not just cores. Mine's running on 4 vCPU's (host is running Xeon L5640's, 2.66Ghz) and 8Gb of RAM.
That's with firewall, IPS, wireless protection, endpoint protection, and remote access turned on. As you can see, I gave it far more space than it needs. Web filtering is turned off, but even with it off, it still blocks high risk websites. I was running pfSense as a VM prior to Sophos. Between the two, I haven't had a physical router in like 5 years. pfSense is solid too, but Sophos is far more user friendly and has quite a bit more features out of the box. In general, it's just a more polished product. pfSense is a bit more resource friendly though.