Trend Micro has a very good webfilter. That is one of the best components of the suite. It's AV engine is not the best because when it scans a file it uploads it to the online scanner to check if it passes as a virus. Plus normal people would keep the webfilter enabled.
When I checked Trend Micro Titanium, I found pretty much what your video shows, excellent web filter but nothing else. If somebody wants an excellent filter, get Panda URL filter, it works great without having to install a full antivirus.