Both Canon G5 X and Olympus PEN-F have 20.0 MP resolution sensors but Canon G5 X's sensor is 1" (13.2 x 8.8 mm ) and Olympus PEN-F's sensor is Four Thirds (17.3 x 13 mm ).
Since Olympus PEN-F's has a larger sensor area with the same resolution, this means that it also has a larger pixel area hence better light collecting capacity for a given aperture compared to Canon G5 X.
Below you can see the G5 X and PEN-F sensor size comparison.
As seen above, Olympus PEN-F has a 1.9x Larger sensor area than Canon G5 X. Larger sensors give photographer more control on the depth of field and blurry background compared to smaller sensor when shot in same focal length and aperture.