Yes they are both externally threaded fasteners, but how can you tell the difference?
Bolt-externally threaded fastener that is
- designed for insertion through holes in assembled parts
- normally intended to be tightened (or released!) by torquing a nut
Screw-externally threaded fastener that is capable of
- being inserted into holes in assembled parts;
- mating with a preformed internal thread, or forming its own thread;
- being tightened or released by torquing the head.
A bolt is designed for assembly with a nut.
A screw has features in its design which makes it capable of being used in a tapped or preformed hole in the work. Because of basic design, it is possible to use certain types of screws in combination with a nut. Any externally threaded fastener which has the majority of the design characteristics which assist its proper use in a tapped or other preformed hole is a screw, regardless of how it is used in its service application.
Source: Distinguishing Bolts from Screws, US Department of Homeland Security, March 2006.