Vox is shutting down by end of September and it seems there is no direct way to import all your blogs into a self-hosted WordPress blog.

A trick is to import all your Vox content in Wodpress.com (create a dummy site) and export the WP.com to a self-hosted WordPress site.

You might lose the peramlink love (and hence, seo juice) – but that’s still better than losing all your content.