Uppercase on Change Case dialog box and All Caps on Fonts dialog box both converts selected text into Capital Letters. What’s the difference between the two?

Both are same. They are only two different ways of capitalize text.
It is faster to convert from Change Case than from Font dialog box
Change Case makes conversion permanent but All Caps on Font can always be reverted
All Caps on Font dialog box makes the change permanent where Change Case can be always reverted

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