riddle vs vex

riddle is a noun but vex is not a noun.

Word	Noun	Adjective	Verb	Adverb
riddle	Yes	No	Yes	No
vex	No	No	Yes	No

As verbs, vex is a hypernym of riddle; that is, vex is a word with a broader meaning than riddle:

riddle (noun)	vex (noun)
a coarse sieve (as for gravel)
a difficult problem

riddle (verb)	vex (verb)
explain a riddle	be a mystery or bewildering to
set a difficult problem or riddle	subject to prolonged examination, discussion, or deliberation
speak in riddles	change the arrangement or position of
pierce with many holes	cause annoyance in; disturb, especially by minor irritations
separate with a riddle, as grain from chaff	disturb the peace of mind of; afflict with mental agitation or distress
spread or diffuse through