The 2015 Golf was a new model year based on the MQB platform. It gained the 1.8 TSI motor which is both more powerful and fuel efficient than the 2.5 it replaced. The Mk6 Golf was a revised version of the Mk6 and thus a pretty old platform by the end of its tenure.
The 2014 Jetta was also based on an older platform. In that year it gained the 1.8 TSI. Somewhere along the line they put the 1.4 TSI in it. The 1.4 TSI gets very good fuel economy.
(Good lord, VW is confusing sometimes)
I'd avoid the 2014 Golf and only consider the 2015+. The 2014+ Jetta can be considered but it's an older platform.
Generally VW's are supposed to be better than they were, they had some dark times. As they get older expect a few more repairs and more expensive maintenance compared to the Japanese equivalent.
I bought a new 2015 and loved it for the two years I had it (before it was bought back by VW - TDI). The MQB Golf feels like a premium car, and my black-on-black loaded Golf was my mid-life crisis car. Damn the maintenance, I can expense them and I ain't getting any younger. You can find my ownership thread in the Show and Shine section.
I'm now driving an Audi e-tron with the 1.4 TSI (thank-you, Dieselgate). The engine feels fine the very few times I've used it - I mostly drive in EV mode.
I drove a few Jettas. While more basic in fit and finish than the Golf, they are very roomy and drive pretty well. Avoid the 5 cylinder cars. Plenty of deals on the many second-hand Jettas, but watch out for ex-rental cars. Hey, I even had a black Golf rental recently!