Vega is vain, overconfident, and highly convinced of his own abilities, almost to the point of megalomania. He is also incredibly sadistic and takes great pleasure in seeing the ugly murdered, and preferably mutilated. He often has a stone-cold demeanor, and does not show a wide range of emotions. His narcissism and disdain for anything lacking elegance causes him to clash with fellow Shadaloo member Balrog due to the latter's boorish nature.