I do not know what resolution and settings you are using now.
Reduce either or both a bit and test.
If you see little difference, you are likely cpu limited.
FX chips have low single thread performance, and that is what most games need most.
Multiplayer is the most noticeable exception.
As to VEGA, who knows; either price or performance.
Likely, you are going to need a cpu replacement long before you need a high performing graphics card.
Then, there is no guarantee that vega will outperform nvidia anyway.
You might also want to test how important many threads is to your games.
Experiment with removing one or more cores. You can do this in the windows msconfig boot advanced options option.
You will need to reboot for the change to take effect. Set the number of processors to less than you have.
This will tell you how sensitive your games are to the benefits of many threads.
If you see little difference, your game does not need all the threads you have.
Most games can only use 2-3 threads effectively.
Be careful how you interpret task manager cpu utilizations.
Windows will spread the activity of a single thread over all available threads.
So, if you had a game that was single threaded and cpu bound, it would show up on a quad core processor as 25%
utilization across all 4 threads.
leading you to think your bottleneck was elsewhere.