Anwarsadat Olugbon gave the visitors an eleventh minute lead but three minutes later, Adam Kinder hit back to level the match.
Kinder hit his second on the half hour mark with Terry Ward giving Sphinx a 3-1 lead after 32 minutes.
A 56th minute penalty from Ryan Guryn reduced the arrears but Kinder went on to complete his hat-trick in the 75th minute before Callum Woodward hit the fifth four minutes from time.
On Thursday night, Sphinx travel to Causeway United for the second leg of the Polymac Midland Alliance League Cup Semi-Final. Sphinx lead 1-0 from the first leg.