What Is The Difference Between Avg And Malwarebytes Anti-malware?

What is the difference between the two, do they do the same thing? I currently have Malwarebytes Anti-Malware. Can i have both of these programs? What is malware, spyware and antivirus? Sorry I know I sound dumb asking all these stupid questions but i am really sorry I really dont know. And is AVG any good and what does it do.

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