Files with .VSDX extension represents Microsoft Visio file format introduced from Microsoft Office 2013 onwards. It was developed to replace the binary file format, .VSD, which is supported by earlier versions of Microsoft Visio. It is also supported on Visio Services in Microsoft SharePoint Server 2013 and does not require an intermediary file format for publishing to SharePoint Server.
Portable Document Format (PDF) is a type of document created by Adobe back in 1990s. The purpose of this file format was to introduce a standard for representation of documents and other reference material in a format that is independent of application software, hardware as well as Operating System. PDF files can be opened in Adobe Acrobat Reader/Writer as well in most modern browsers like Chrome, Safari, Firefox via extensions/plug-ins.
You can also convert VSDX into many other file formats. Please see the complete list below.