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Two things about Goku and Vegeta:

Firstly, have you ever played competitive sports? Especially when you get to high school and upper levels, you'll find a huge discrepancy in ability and talent between people who are naturally gifted and those who aren't as gifted. I know many have personally experienced this; there is always that one guy who seems to always be better than you at the sport, despite him not practicing nearly as much as you. This is how I think it goes between Goku and Vegeta. Goku is simply more gifted than Vegeta, and there is nothing Vegeta can do to surpass his natural gift.

Secondly, when Goku did train, he trained intelligently. A lot of Vegeta's training consisted of him training alone and self-motivating himself. Goku on the other hand almost always trained with OTHERS (whether it be other fighters, or trainers like King Kai). Thus, he was always around competition and he used every sample of competition as a ladder for him to set bench marks and improve. Had Vegeta trained WITH Trunks in the Cell saga for example, I'm CERTAIN that he would've achieved the full-powered Super Saiyan plateau that Goku and Gohan reached. Instead, he chose to train alone which resulted in him plateauing early and not improving as much as he could've.

Vegeta always claimed that it was his pride that kept him going, when in reality it was his pride that held him back from his goal of surpassing Goku.