If you used MS Visio 2003-2010 before and now is considering to switch to ConceptDraw PRO, maybe this is a good news - ConceptDraw PRO v10 is still supported reading and writing of Microsoft Visio XML file format.
The writing VDX files is no longer supported. Since MS Visio 2013 drawing files are written in the new VSDX and VSDM file formats. MS Visio 2010 and earlier versions support reading and writing files in a binary VSD or xml-based VDX file formats. It is a filename extension for the MS Visio XML drawing file format. VDX can be created with the MS Visio 2003-2007.