OpenConnect works great on El Capitan. I use the text commands to connect to my work VPN.
There's a Gist with a walkthrough of setup instructions using the Homebrew installer: https://gist.github.com/moklett/3170636
On El Capitan, the "rootless" protection prevents you from installing the unauthorized "tun tap" kernel driver extension that OpenConnect needs.
However, a Mac app called Viscosity comes with a signed (authorized) copy of tun tap. Viscosity has a limited trial, but the driver is free. https://www.sparklabs.com/viscosity/
Install Viscosity and run the app once to get the helper (driver) installed. Then use OpenConnect.