A bag and a filter are not the same thing. A collection bag holds dry debris for cleaner disposal. The filter protects the vacuum and traps particles in the air path.
Use a bag when clean disposal matters
Drywall dust, sawdust and general dry debris can make the drum messy. A compatible collection bag can keep much of that material contained when you empty the vac.
Use the right filter for the dust
RIDGID lists several filter levels for its wet/dry vacs, including general debris, fine dust and HEPA-material options on compatible models. Fine dust can load an ordinary filter quickly, so matching filtration to the job matters.
Can you use both?
On vacuums designed for a collection bag, yes, the bag and cartridge filter can work together for dry pickup. The bag is not a substitute for the filter unless your exact manual says otherwise.
For water, change the setup
Do not leave a dry dust bag in place for wet pickup. Follow your model’s liquid-pickup instructions and use the appropriate wet filtration setup if the manufacturer calls for it.
See the wet-pickup filter explanation.
A useful setup for drywall dust
On a compatible vacuum, a dust collection bag plus an appropriate fine-dust filter can make drywall cleanup much cleaner. The bag catches most of the debris before it coats the filter, and the filter handles the remaining airborne particles.
A useful setup for wood chips
For coarse shop debris, a bag may be optional. A clean general-purpose filter and a large hose can be more important than maximum filtration. The right answer depends on whether your priority is easy disposal, airflow or fine-particle capture.
Do not confuse HEPA material with a certified HEPA vacuum
A replacement filter labeled as HEPA material does not automatically make the entire vacuum a certified HEPA dust-extraction system. If the job requires regulated dust control, use equipment and methods rated for that purpose.
Sources used for this answer
Back to class: Wet/Dry Vac Class.