It's even more subtle than that. They do coincide in a sense, which is proven by Gödel's completeness theorem (well, at least in First-Order Logic). That one just says that a sentence is provable from some axioms exactly iff it's true in every interpretation that satisfy the axioms.
So one thing that Gödel's first incompleteness theorem shows it's that it's impossible to uniquely characterise even a simple structure such as the natural numbers by some "reasonable"[0] axioms - precisely because there will always be sentences that are correct in some interpretations but not in others.
Unless you use second-order logic - in which case the whole enterprise breaks down for different reasons (because completeness doesn't hold for second order logic).
[0] reasonable basically means that it must be possible to verify whether a sentence is an axiom or not, otherwise you could just say that "every true sentence is an axiom"