In the same way that Objective-C is just C++ for Macs. They share a common lineage, but do so many things so differently that you really can't consider them to be all that similar. And the difference starts with having completely different object systems.
Beyond different OOP mechanisms, some things OCaml has that F# doesn't:
- Functors
- Polymorphic variants
- camlp4
And some things F# has that OCaml doesn't: - Computation expressions
- Type providers
- Quotations (as a built-in)
- Units of measure
- Active patterns