That is only true in under 1 of 2 conditions. 1) out of the box experience with not even minor fiddling to voltage, cause AMD in their infinite wisdom ships the vega cards with a heavy overvoltage applied, 2) in the highly favored nvidia titles. Otherwise a proper setup vega 64 without an overclock will tie or edge out a 5700 non xt in most cases. That said if buying new and the comparision is the 5600 XT(with bios update) vs vega 56 and the prices are the same i would lean towards the RDNA card cause the architecture is better for gaming and requires less fidling. However if you don't mind getting your hands dirty and the price is right the Vega 56 can be overclocked more so than the already tapped out 5600 xt(with updated bios). Vega is for those who likes to tinker as it has a lot of untapped power, while RDNA(5000 series) is more plug and play and forget.
Also worth mentioning is the very limited 196bit bus on the 5600xt vs the 1024bit on the vega card. HBM will show it's strength more as the resolution increases.