A phylogenetic tree can be constructed directly from a VCF file. The simple software VCF2PopTree reads a VCF file and builds a tree in few minutes. It also produces pairwise distance matrix from a VCF file, which can then be used as an input file for the popular software such as MEGA.
Software: https://github.com/sansubs/vcf2pop
Paper: VCF2PopTree: a client-side software to construct population phylogeny from genome-wide SNPs. PeerJ, Vol.7, e8213; 2019