Vertex Integrity is a graph measure which sits squarely between two more well-studied notions, namely vertex cover and tree-depth, and that has recently gained attention as a structural graph parameter. In this paper we investigate the algorithmic trade-offs involved with this parameter from the point of view of algorithmic meta-theorems for First-Order (FO) and Monadic Second Order (MSO) logic. Our positive results are the following: (i) given a graph $G$ of vertex integrity $k$ and an FO formula $φ$ with $q$ quantifiers, deciding if $G$ satisfies $φ$ can be done in time $2^{O(k^2q+q\log q)}+n^{O(1)}$; (ii) for MSO formulas with $q$ quantifiers, the same can be done in time $2^{2^{O(k^2+kq)}}+n^{O(1)}$. Both results are obtained using kernelization arguments, which pre-process the input to sizes $2^{O(k^2)}q$ and $2^{O(k^2+kq)}$ respectively. The complexities of our meta-theorems are significantly better than the corresponding meta-theorems for tree-depth, which involve towers of exponentials. However, they are worse than the roughly $2^{O(kq)}$ and $2^{2^{O(k+q)}}$ complexities known for corresponding meta-theorems for vertex cover. To explain this deterioration we present two formula constructions which lead to fine-grained complexity lower bounds and establish that the dependence of our meta-theorems on $k$ is the best possible. More precisely, we show that it is not possible to decide FO formulas with $q$ quantifiers in time $2^{o(k^2q)}$, and that there exists a constant-size MSO formula which cannot be decided in time $2^{2^{o(k^2)}}$, both under the ETH. Hence, the quadratic blow-up in the dependence on $k$ is unavoidable and vertex integrity has a complexity for FO and MSO logic which is truly intermediate between vertex cover and tree-depth.