Vidic, 32, will join Inter in the summer after opting not to renew his contract and Ferdinand has compared the loss to that of Stam - of whom Sir Alex Ferguson later admitted that "in playing terms, it was a mistake" to let the Dutch centre-half go at the age of 29.
Stam was sold to Lazio in the summer of 2001 and went on to play at the top level with various clubs for another six years.
"Only time will tell if Man United regret allowing [Vidic] to leave," Ferdinand told reporters at the launch of BBC Sport's World Cup coverage.
"Obviously Jaap Stam played on for quite a few years at a good level after he left Man United and the same thing could happen with Nemanja. He's a great player and it's a shame he had to leave."
The 35-year-old Ferdinand could join Vidic in leaving Old Trafford this summer with his contract also due to expire.
The former England captain was coy on his future, insisting that no decision will be made until David Moyes's long-term successor - who will be Netherlands coach Louis van Gaal - has been confirmed.
"I'm fit, I'm healthy and I want to continue playing," Ferdinand added. "I've spoken to a lot of mates of mine in the game and they all say the same thing - keep playing for as long as you can. I want to do that.
"The club at the moment is in a position where they can't really make any decisions about anything. For me to be saying that I want to do this or that is irrelevant.
"We've got to see who becomes the new manager and boxes will be ticked from there.
"I just want the best solution for the club. Whatever it is, I'll respect it and, after that, I'm open to offers. I'd rather wait and see what happens at United and then there'll be a decision made."
