Vandy's are pretty darn good speakers. There are 4 likely possibilities:
1. Your setup is off.
2. Some other component in your system is causing the issues you hear.
3. Your newly acquired Vandy's are broken.
4. You don't like them.
I've heard Vandy 2's and 3's with large scale classical music and though they were about as good as it gets at their price point.