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4wd usually means the axles are locked together. Better for rocks and stuff.
AWD usually means its a center diff, the axles can rotate at different speeds. Good for snow.
Things are a lot more complicated nowadays, some awd systems are able to more efficiently control where power goes to, some awd systems are useless even on the road though. Rented a ford explorer once and the awd decided it had enough when I needed it most.