Both were written by the Veda Vyasa ,
Srimad Bhagavata speaks about Shri Krishna and his Expansions
Devi Bhagavata it speaks of Shri Radha and her Expansions
Anybody who loves both Lord Gauranga and also loves the Divine Mother should read the 18th Chapter of Madhya Lila of Sri Chaitanya Bhagavat.
Here the Lord takes on the form of the Divine Mother and shows that He and She are one.