You can use several tools, most of them are free.
I wrote a post on my blog with four ways to do the conversion:
VMWare: Convertir vhdx en vmdk | SYSADMIT
My favorite is: qemu-img for Windows, it's also explained in the blog post.
qemu-img for Windows is free, portable and it runs via command-line.
VirtualBox, VMware, Hyper-V disk image types are all supported.
For example, to convert VHDX to VMDK:
qemu-img.exe convert C:\SYSADMIT-Image\SYSADMIT-Image.vhdx -O vmdk C:\SYSADMIT-Image\SYSADMIT-Image.vmdk