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I learnt a new verb today, namely, vex. I read a lot of example sentences with it, and looked up the definitions. It seems that vex is very similar to annoy.

  • Are there any contexts where one is applicable while the other is not?

If not,

  • Are there any contexts where one is more preferable than the other?
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Looking at the roots, "vex" comes from a word meaning "disturb"/"agitate", whereas "annoy" comes from "harm"/"tire"/"molest". Looks like "annoy" is a bit stronger--use it for more severe situations I guess. –  Manishearth Mar 13 '12 at 10:05
    
In spoken English, 'vex' is unheard of, except for maybe by a very annoying older aunt. –  Mitch Mar 13 '12 at 19:45
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2 Answers

up vote 5 down vote accepted

Vex connotes being frustrated more than annoy does. Annoy connotes being bothered.

I might be annoyed by a mosquito buzzing around my ear; I might be vexed by a difficult math problem.

Vex is also much better for pangrams.

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I am sorry, but I don't understand your last sentence, could you please elaborate? –  Armen Ծիրունյան Mar 13 '12 at 11:32
    
Pangrams are sentences containing all the letters of the alphabet, like The quick brown fox jumped over the lazy dog. The most interesting pangrams I've seen come from typeface examples. My favorite is Jelly-like above the high wire, six quaking pachyderms kept the climax of the extravaganza in a dazzling state of flux. –  cornbread ninja 麵包忍者 Mar 13 '12 at 13:52
    
Well, I understand what a pangram is, I don't understand how vex is "much better" for it –  Armen Ծիրունյան Mar 13 '12 at 16:49
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My closing remark about pangrams was meant to be mildly amusing. Most pangram writers strive to use all the letters of the alphabet in as few characters as possible; that's the novelty of pangrams. Since vex is only a 3-letter word, and two of those letters (x & v) are relatively little-used in English, vex is a "valuable" pangram word. In fact, if you follow my original link, you'll see the word "vex" used 6 times, in a list of about 50 pangrams. It's a commonly-used pangram word - that's all. If my remark threw you off, I apologize; I didn't mean to vex you. –  J.R. Mar 13 '12 at 17:48
    
@J.R. :) Thanks, I got it now. –  Armen Ծիրունյան Mar 13 '12 at 20:32
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Contrary to @Manishearth's comment, I suggest on average vexation is stronger than annoyance. Definitions of vexed are likely to include annoyed, and vice-versa, but distressed is much more likely to only turn up with the former. It's also important to note the long-term usage shift...

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...which means that in modern parlance, using vex is at least a slightly unusual choice. Sometimes it's slightly self-conscious/facetious, sometimes it's in order to make a subtle distinction. As J.R. points out, by choosing vex you may be able to convey that you're being bothered by something you can't easily resolve (i.e. - it's truly frustrating), whereas oftentimes if something simply annoys you, you can just deal with it.

In general my advice to a non-native speaker would be to avoid vex in most contexts - you need to have a good "ear" for the way other people use it, otherwise your choice of vocabulary will just end up sounding quaint or dated, if not actually archaic.

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Explanatory comment, please, downvoter? –  FumbleFingers Mar 13 '12 at 19:45
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