Hi there. I've been in a similar position, but I'm 24. My money was actively managed with Morgan Stanley for a while. I transferred it over to Vanguard in December 2013 but had wanted to for a while before that, just didn't get around to pulling the trigger. Honestly, I am so much happier... because deep down I knew the fees I was paying were just what I could see. After I liquidated most everything, I found out I was right... the funds themselves that my advisors put me in had high expense ratios (at least 1%, some up to 2%+) on top of the 1% they were charging me. Plus, to get out of some of them, since I hadn't held them for long enough - only a few years - they had back loads - additional fees that would be taken out of the proceeds since I exited early. I ripped the band-aid off, and yes it was painful, but I am now so much happier. I love managing my own investments (now that I've done enough reading and have a teeny weensie idea of what I'm doing) & I get the feeling that you might too... I mean, you're already posting here and asking questions, so that's like step #1 and #2.
You can see your unrealized gains in your account statement or if you can log onto your account online, through there as well. I wouldn't let that stop you from moving over to Vanguard. But the clincher here is, you have to make sure the buy-and-hold/DIY/passive strategy is what YOU truly want. It doesn't sound like you are totally convinced that the passive indexing method is best, and that's totally fine. I say, take more time to read up about it. Look at the Bogleheads forum, read Rick Ferri's research, read some articles by Jack Bogle, etc. Basically, learn more about why you want to match the market instead of try to beat it (and sometimes end up not beating it). Because the worst thing you can do (emotionally, not economically) is make the switch and then regret your decision and end up switching to another strategy. You have to believe in the method and make sure it is a strategy you can stick to.
Good luck!