I haven't driven my VX in the snow yet... since I just got it this year but as someone who has lived in the New England my whole life the key is the tires...
it doesn't matter what you're driving but if you've got good snow tires you're in good shape.
on top of that the things that make a good snow vehicle a GREAT snow vehicle are
-A majority of the weight over the drive wheels
-4WD or AWD
-Limited Slip Differentials
-Good Ground clearance
-ABS
The VX hits on all of those marks save the LSD part, the front and rear diffs are open but the "center diff" is essentially the torque on demand which acts like a center LSD... so it gets half a check mark there.
~I want to re-iterate though.. that AWD, ABS, Ground clearance, etc. are all COMPLETELY WORTHLESS unless you've also got the right tires. I had a lifted toyota Pickup with some nearly bald all-seasons on them... the first storm took me by surprise and driving around you'd swear the tires were made of solid ice, I would have been better off strapping skiis to the bottom of the truck and pushing it around then trying to drive anywhere. When I finally got around to putting my snow tires on you wouldn't even know I was driving on snow the truck was so sure-footed.
Again though, I can't stress enough how important tires are. If you're doing a lot of snow driving, buy a 2nd set of tires just for snow driving...
Bridgestone Blizzaks and Nokian Hakkapelittas are the best snow tires money can buy.
I've got a set of Nitto Terra Grapplers on my VX, like I said I haven't snowed it yet, but my friend at the tire shop said they do quite well in the snow, well enough he knows a few guys with plow trucks who run them