Hi Audiomad. I dont't think there's any automated way to do it. The database structures and info are totally different. Why are you moving from MODx?
Hmm... out of curiosity, what features? ModX is pretty crap at running blogs. But, it outperforms wordpress in every other area. If it's lacking in some areas, you just make snippets to fix it. This is coming from a guy thats spent the last 6 months moving sites away from wordpress to modx.