There are frequent debates about the differences between Mentoring, Coaching, Psychotherapy and other one-on-one approaches to personal change. The diagram clarifies some of the distinctions between these various approaches.
Typically any coach will make interventions from across the space shown - and the same will be true for mentors, therapists and so on. However, different players will tend to have a predominant style. For example, coaching has a future orientation and focuses on changes in behaviour and performance (bottom right hand corner) but may also focus on learning and development - as Developmental Coaching or External Mentoring (top right hand corner).
Use this map to be clear about:
the purpose of your intervention (resolving the past / aligning with the culture / creating the future)
the type of change being aimed for (first order vs second order)
the location of the expertise and power in the relationship (the client or you)
whether the intervention is about challenging the wider status quo or aligning with it.