PEX tubing is a lot less likely to burst if it freezes than copper, as it's more elastic. It's not completely impossible, but a great deal less likely.
The fittings usually used with the PEX are less resilient and are more commonly the source of bursting due to freezing. The net result is much the same, of course--lots of water everywhere once it thaws if you have the city water connection or the pump on.