No. Different substances. A lot of e-cig liquids use some of each.
PG is propylene glycol. Only used
in expensive antifreeze so if you drink it you won't die. People use that kind in their hot tubs in the winter because antifreeze tastes sweet and pets will drink it.
PG is "generally regarded as safe" by the FDA. It is in all kinds of foods, cough syrup, asthma inhalers, etc. Known for it's ability to keep things in suspension and it's antibacterial properties. It is also used to make the fake fog and smoke in theatrical productions. Your local pharmacist will sell you some, or you can get it by the gallon at feed stores.
VG is vegetable glycerin. There is also plain glycerin, which is the same molecule derived from something other than a vegetable. You can get it at hobby and crafts stores for adding to baking, candies, etc. Wal-Mart pharmacies sell it also.