Alright I'm going to write some spoilers for Blue Exorcist and Pandora Hearts so be warned yo! I'll be focusing mostly on the manga versions of each.
Pandora Hearts and Blue Exorcist are two series which have a basis in older well known stories: Blue Exorcist being loosely based on Faust and Pandora hearts on Alice in Wonderland. Though they both have entirely different art and story telling styles they share some common themes. One of these themes is about the relationship between brothers. In both series you have a set of twins, A likeable older brother with a secretive younger brother. These younger brothers have very complicated feelings for their older brothers. They love them. They admire them. They hate them. They want to protect them. They would do anything for them.
Okamura Yukio and Vincent Nightray definetly love their elder brothers. In both cases the only blood relative they have is their brother. They have always been together since they were born. Though in the case of Gilbert and Vincent they were seperated for a time but were later reunited.
These younger brothers also admire their elder brothers. Yukio even though he is brilliant and talented admires his brother Rin because he is straightforward, kind, and able to get along with others well. He admires these qualities which he himself is unable to express. Even though people fear Rin's blue flames, the flames of Satan, they still are able to see that he is not evil but kind and a good friend. Yukio admires him because of this ability to draw people to him plus the fact that Rin always saved him from being bullid as well as encourageing his dreams. Rin would also sacrifice himself in order to help another person. Vincent also admires Gilbert. Gilbert is someone who sacrificed in order to protect his brother. Gilbert is a very loyal person who would sacrifice himself for others. Vincent sees his brothers kindness and admires him.
Yukio and Vincent even though they admire and love their brothers they also hate them. In part its the very reasons they admire them. Rin and Gilbert shine to brightly next to them overshadowing their younger brothers. Because of Rin having his demonic powers he was lavished with love and care by his adoptive father in order to foster a loving human heart. In contrast Yukio who did not have any powers was given strict training to protect Rin and become an exorcist. This lead to resentment. Rin gets all the love. While people flock to Rin, Yukio is feeling lonley. Vincent also resents his brightly shining brother. Vincent though feels that his brother is held back because of the fact that he has cursed red eyes and so Gilbert is pushed back from a normal life. He resents the fact that Gilbert is so kind. He resents that Gilbert has room in his heart for others besides him. Vincent just wants to monopolize Gilbert. Vincents heart is seeped in Darkness and loathing.
Yukio and Vincent would also do anything to protect their brothers. They would even betray their brothers in order to protect them. One of the strangest story lines in Japanese video games and manga would be the I love you so I betrayed you to protect you. These two younger brothers would both go so far for their brothers. Yukio I have felt is that type of charachter from the start. In the anime this does happen when their grandfather shows up and tricks Yukio into trying to destroy all the demons and spirits telling him they can turn Rin back into a human. I'm not sure about in the manga since I've only read through vol 5 so far. Now Vincent Nightray on the other hand kills people to protect Gilbert. He murders members of his adopted familly and anyone else who he thinks posses a threat to him. Vincent would sell his soul to save his brother. Both Yukio and Vincent would even hurt their brothers in order to save them. They wouldn't kill them but they would definetly harm them bodily if they thought it was for their own good. They see their elder brothers as ones who need to be protected from a world which would harm them.
In all both yukio and Vincent have complicated feelings for their brothers. In fact I would go so far to say they are both obsessed with their elder brothers. They love them but they hate them. They love them but they would hurt them if they think its for their beloved elder brothers good. In their obsessive love they not only go so far as to hurt their beloved but they would even destroy their very selfs. Vincent sees his very existance as a threat to his brother and wants to erase himself so he doesn't care how far he falls into the darkness. But I believe that Yukio may well follow his path as the series progress' if he doesn't change.