Conversion of svg files to vsdx file format

You can certainly import vector graphics from SVG files (XML graphics) to Microsoft Visio and use the vectors for shapes that can be used for making objects or diagrams in the program. This is likely the only reliable way how to achieve svg to vsdx conversion and you can do that simply with the File ► Save as.. menu in Visio.

Open SVG file    Open VSDX file

Related software

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Microsoft Visio

A vector based diagramming software from Microsoft