BFG KO2 Load Range D. A little more noise than a less aggressive tire, but it'll get through pretty much anything we get here in the backwoods or a west coast winter.
They don't wander and aren't rough riding so not much difference in "comfort".
If you want a tougher tire with off-road "style", but not actually a true off-roading tire, perhaps the Nokian Outpost APT would suit. Comes in a variety of CX5-tolerant sizes for 17", 18" and 19" rims.
Nokian Tyres Outpost™ APT is an all-purpose-terrain tire for crossovers, sport utility vehicles and small light trucks.
na.nokiantyres.com
There's also the Falken WildPeak AT Trail. It's a tougher tire, heavier than a "regular" CX-5 tire. But it ought to take quite a bit more punishment than typical tires.