Considering their acheivements, Shadow was able to take on Solaris with a little help and Vegeta was able to take on Janemba with a little help. I'd say that Janemba and Solaris both being dimension-eating monstrosities puts them on roughly the same level, therefore also putting Shadow and Vegeta on roughly the same level.
Remember, it was Vegeta's stubborn endurance that ultimately won him the battle, not his overall power.
Remember, it was Vegeta's stubborn endurance that ultimately won him the battle, not his overall power.