They are two different animals, because the 700 SX is designed to be used in a studio or on stage, while the PF 500 is a typical home piano.
The 700 SX has master keyboard abilities (you can select up to four zones on the keyboard to control external sound modules and you can save all your settings in a memory and have 128 of them); plus, it has two expansion slots for the SRX boards. I think that a more appropriate comparison would be between the Roland RD700 SX and the Yamaha P250, because both are designed for a studio or a live use (gig).
If your choice is limited between the two keyboards you mentioned, I would go with the RD 700 SX, because -aside from the sound quality that is always subjective- it offers a lot more possibilities.
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Korg Kronos 61 and PA3X-Pro76, Roland G-70, BK7-m and Integra 7, Casio PX-5S, Fender Stratocaster with Fralin pickups, Fender Stratocaster with Kinman pickups, vintage Gibson SG standard.