If you're talking about a volume drop on a calibrated set..well, there isn't. The neck pickup is less powerful because it 'senses' a larger vibration on the string. Sorry if this was an obvious fact for you :) Plus, they're voiced differently. For example, Cold Sweat bridge is ceramic, and the neck is Alnico V.
About the pickups, I dont' think the VHII would be too bright, that PRS being a mahogany/maple body + a mahogany neck. However, I don't have personal experience with it.
I do have the Cold Sweat set, in a PRS McCarty. It's excellent. The Rebel Yell set was another strong candidate when I was choosing pickups for the McCarty. The CS has smoother mids and more CUT in the the high end, and is marginally hotter. The RY is more aggressive in the mids and has smoother highs. If you listen to the samples (there are a few with CS bridge too), you'll hear this difference. I went with the CS because my guitar has a clear and warm tone with a good deal of mids, and I wanted a tone akin to John Sykes from it.
Someone else should chime in on the VHII.
-Zaned