Coarse-grained (CG) models for soft matter systems can be parameterized using a variety of approaches. In systematic coarse-graining procedures, effective interactions are calculated using a reference fine-grained simulation. The degree to which thermodynamical and structural properties of the reference system are reproduced depends critically on the coarse-graining method used to parameterize the model. In this article, a comparative study is presented on the capability of different CG models to reproduce vapor-liquid equilibrium thermodynamics of hexane and perfluorohexane systems. CG models are developed using coarse-graining methods based on the reproduction of (a) structure and (b) coupling free energies. Although the structure-based models show an overestimation of the pressure and therefore perform relatively poorly in reproducing the vapor-liquid thermodynamics, it is shown that methods based on coupling free energies, in particular the conditional reversible work method, are capable of better reproducing the vapor-liquid phase diagram of the united-atom reference simulations, while reproducing the liquid structure almost as accurately as the structure-based CG model. This illustrates the state point transferability of the interaction potentials calculated using these methods, as the resulting CG model (which has been parameterized at 300 K) is capable of accurately modeling the thermodynamic properties up to the critical point.