It could very well be the converter that's to blame. Ideally you should avoid using them. The adapter won't damage anything, but at the very least you should use a standard VGA cable without an adapter if that's possible, if only to confirm that the adapter is the culprit.
Generally speaking, as regards graphics and colour quality on-screen, DVI offers no discernible ddifference over VGA. Certainly I could see no difference between the two that would compel me to use DVI.