Detecting vulnerabilities for a network is an important procedure which ensures that all the data, network-based applications and information communicated in this network, is secure. Detection of network vulnerabilities is used to determine weaknesses of the network, the risk evaluation of attacks, the diagnosis and suggestions to solve the problems. There are several types of scanning tools used to detect vulnerabilities, offering different features. In this paper, we will present a performance comparative study between two most used free, software based, network vulnerability scanning tools: Nessus and Retina. The comparison will be based on three main features: The ability to search, Scanning Time, The ability to detect vulnerabilities. In the conclusions of this paper, both scanners performed very well in vulnerability identification. In terms of speed without active Web Application feature, Nessus performed much faster than Retina; (on the other hand, with active Web Application module, Nessus performs much slower than Retina. In terms of scan depth, Nessus has a small advantage, since it includes a web mirroring tool that is very helpful in HTTP.