Mistress > Vampire.
Vampires are very strong and can resurrect themselves but they cost a fortune and take 100 years to train to level 10. They can also get angry easily and can't be put in the temple to cool off. And because of that they also don't have a defense against scavenging. If the enemy keeper manages to have a couple of Vampires and a scavenging room before you, well, you will never be able to have Vampires yourself (which happened to me a few times in NG+).
Mistress is a far better creature in almost every way other than health. They have better DPS, they only have a fast, spammable range attack that's always effective and while Vampires also have a similar attack in effectiveness, they choose to sometimes do other, slower attacks that can easily miss incoming imps (for example). Mistresses are cheaper, reach level 10 much faster, can be put in the temple, can do very well in the workshop, they don't get angry, they don't fight other creatures (afaik), they move faster and they can also teleport like the Vampire.
IMO, i think the Mistress the best creature in the game to the point i would consider them OP. If you have a group of them tight together on a guard post, they will destroy anything that comes nearby faster than any other group of creatures.