Hajj is the major pilgrimage performed at a specific time in the month of Dhul-Hijjah and includes rites such as standing at Arafah; it is obligatory once in a lifetime for those able. Umrah is a shorter pilgrimage that can be performed at any time of year and is not obligatory in the same way.
References
Informational, not a personal fatwa. Consult a qualified scholar for rulings on your situation.