Yes caustics are really lacking to Vray ATM, at least easy caustics, that are build into the render stage directly, something that can be refined as all the rest in vray with just the noise threshold.
Having to pre-compute them and blow the ram out and have special rigs for it etc is just not practical enough in production.
it’s something we are really looking forward to see implemented for years though, just hoping chaos will get on to it at some stage…