Giovani,
My recommendation is to place the VM in the same consistency group (CG), cause if you place VM in different CG, the VM replicated maybe will be in inconsistent state.
VMware will not recognise your CG, but a workaround maybe create a SDRS for each CG, and when create a VM make sure put the .vmdks on the same SDRS, this way your VM will be fully protected with consistency.
Ps: your storage array is IBM ?