You have to use third party software to convert VHDX files to VMDK files format
Starwind V2V converter is a free software which allows converting VHD to VMDK virtual disk files. It allows to convert VHD to VMDK virtual disk file format. VMware converter, which has been , does need Hyper-V server running in order to connect to and convert hyper-V virtual machine into VMware VMs.
But what to do when you recover just the VHD files on some external USB, or you downloaded some Microsoft preview software, like the ones released recently for SCVMM 2012 R2. Those come as VHD files (I have put links to the bottom of this article, in case you’re intereted).
Some thoughts. During the virtualization beginnings, when VMware Workstation 1-2.x was the latest release of virtualization products together with Connectix Virtual PC and both products were good starting points to spin multiple OS on a desktop computer and learn new OSes. During that time already the cool idea of converting VHD to VMDK and vice versa was running in my head.
Things has evolved since and Virtual PC we all know where it is now and how many guest OS it supports now. VHD (and the new VHDX) formats are here for Hyper-V, as well as VMDK for VMware. To convert VHD to VMDK you need a tool.
The one which works pretty well is It’s a free tool and enables the multiple conversion possibilities. It allows VHD to VMDK conversion, and also a conversion into thin VMDK which allows save disk space by not allocating the whole space, but only the blocks that are used.