Well, vampires really were afraid of sun, silver, and sharp objects stuck in their hearts. There were much more things they weren't afraid of, though… Too bad I didn't have a fey to ask about this.
And I checked in the next few days that I spent researching everything even remotely related to the subjects. I asked Avarice, as someone who seemed to have the most weird connections, but even she didn't have friends amongst fey.
"The very idea is laughable," she told me. "Fey are essentially spirits of their lands, and like most spirits, they find vampires unnatural abomination that goes against everything they hold dear. There are always exceptions, but spirits as a rule so rigid in their nature that they are extremely rare."