I currently own both vehicles, a CX-5 NA and a CX-9T. Short story, if I had my choice I'd drive the CX-5, but the CX-9 is better for hauling around family.
The only reasons my CX-9 stands above our CX-5 are: room, turbo engine, a few options (that are available on my CX-9 that my CX-5 was not offered with). I got the 9 because my wife and I were having a second kid, and her parents were staying with us over an extended period. We needed the room for six/seven.
IMO, the cx-5 is a better driving vehicle. It turns better, stops better, feels more nimble, etc. Every time I get in it and drive through a local canyon, I realise why I bought it in the first place. It just feels good to drive. If you don't have a large family to haul around, I'd choose the 5.