This.
Also you can make a diplexer filter from lowpass/highpass filters. Since the two operating bands are so far apart in frequency, designing the filters should be very easy
If you want to get fancy, you can design a SINGLE antenna to work at both frequencies....
You have to design your own, using chip L's and C's. very easy though.
In your case, just pick a center frequency F0 = (433 * 915)1/2 = 629 MHz
So design a 50 ohm to 50 ohm lowpass filter at 629 MHz.
Design a 2nd 50 ohm to 50 ohm highpass filter at 629 MHz.
Connect them together in a T junction, and connect the antennas to the other two ends.
Since it is not a contiguous bandwidth, you can get away with this simple method.
Try a Google search for "2m 70cm diplexer" and you will get many hits that show how to design and build such a box as you want.
Of course those are for Ham Radio bands where such diplexers are extremely common. The circuit diagrams and principles will be the same but the calculated values will be quite different.
You could try "433mhz 915mhz diplexer" but you will mainly find commercial products (and this post) but there may well be something that gives you an idea. Again the principles are all the same.
The the power levels that the CC1125 creates you should not have a problem with the components but you should still be sure that all components can cope with the power.
Susan
One last point: I have seen some schematics where there are PiN Diodes on the two path (two for path).
Modifying the polarization of every couple with a switch I can turn off one path and turn on the other, so turning on the 433 MHz or the 915 MHz.
A diplexer (high-pass, low-pass) is a cheaper solution than using a PIN diode switch.
A well designed low-pass or high-pass filter can have the same insertion loss as a PIN diode switch, but may have better isolation.
a benefit of using a pin diode switch is that the unwanted band can be muted so as not to cause interference in your desired receive band. Receivers, depending on their frequency plan, are often susceptible to out-of-band noise and interfering signals.
The downside is the 2 or so dB of insertion loss you have to eat when you add a PIN switch over a passive diplexer. The higher receiver noise figure will change the maximum distance for the link.
Practical solution to your problem will be dual-band antenna operating at both 916 and 433 MHz. In this case you need no switches no diplexers no any other frequency-selective arrangement. You connect said antenna to your dual-band CC1125 transceiver as per it's application note and switch frequency as your hart desired.
I happened to have substantial experience designing and implementing multi-band antennas, know it first-hand.
Cheers