You’re taking a file that’s already been compressed (depending on the original length, quite substantially) and recompressing it.
Therefore (if you use Vegas to do this) there will be a loss.
Notice that I said “if you use Vegas”. That’s because Vegas recompresses every single frame, whether it needed to be or not.
There are programs like Womble and VideoReDo that recompress only the portions that were changed (for example, adding titles or other FX). If nothing was done to a frame, it won’t be further compressed.
The other advantage these have over Vegas is that they’re frame accurate while Vegas is not.