Look up the function of vangaurds in historical warfare, and try employing your vangaurd frigates in the same way.
They don't HAVE to engage the heavy hitters. They are designed to rush capture points, while engaging scouts and stalling the enemy to establish a tactical advantage for the rest of your fleet.
After the initial phase, they are best used to gaurd your flanks and chase down stray frigates.
Imo, if you are using Vangaurds to engage heavy cruisers, capitols, or anything with a heavy laser, you are doing it wrong.