Sphinx vs mythical creature

Sphinx and mythical creature both are nouns.

Word	Noun	Adjective	Verb	Adverb
Sphinx	Yes	No	No	No
mythical creature	Yes	No	No	No

As nouns, mythical creature is a hypernym of Sphinx; that is, mythical creature is a word with a broader meaning than Sphinx:

Sphinx: (Greek mythology) a riddling winged monster with a woman's head and breast on a lion's body; daughter of Typhon
mythical creature: a monster renowned in folklore and myth

Other hypernyms of Sphinx include mythical monster.

Sphinx (noun)	mythical creature (noun)
(Greek mythology) a riddling winged monster with a woman's head and breast on a lion's body; daughter of Typhon	a monster renowned in folklore and myth