People sometimes treat the Turkish coast as one long resort strip, but Alanya and Fethiye sit at opposite ends of the region and use different airports. Alanya lies on the eastern part of the Antalya coast; Fethiye is further west, closer to Dalaman. Choosing between them is less about which is nicer and more about which kind of holiday you have in mind.
A rough way to frame it: Alanya suits travellers who want sand underfoot, a lively town and a long coastline of resort villages to choose from. Fethiye suits travellers who want scenery and outings, with a lagoon, ruins and mountain paths within reach. There is overlap, and both offer boat trips and beaches, but the emphasis is different.