Same cost, but Don is far better than Vargas (more CMD, better in melee, more support for allies thx to Charisma 2, ecc) ... ok Vargas has got the unique order that is nice, but too few compared to Don.
At the moment only the missionary cant join a company lead by Don (FOI > 2) ... so why I have to choose Vargas instead of Don to lead a Westerners company?
there are also Soeur Eloise and Inquisitor Alvaro that can't join Don. ;)
That's clear that Don Is a gift for his cost, and he overcomes Vargas by all his stats. I think Don Quichotte is really undercosted, take Rossinante for compare ::)