Melodyne is way more advanced : you can isolate individual notes and choose the pitch yourself, whereas with auto-tune you choose a scale and it automatically correct to the nearest note. See this link posted in another comment : https://www.youtube.com/watch?v=9FScFKuXXM0

The interface is different with some different parameters. I don't know how the actual mathematics involved compares, but the sounds you'll get out of it are a little different. It's still a good option to listen to to hear what pitch correction on vocals might sound like in general.