Both are electromagnetic waves, quantized as photons. The only difference is the frequency of oscillation. Only wavelengths between 390 and 700 nm (approximately) are visible to humans. Radio waves are much longer (have much lower frequency).
source: https://www.quora.com/How-are-radio-waves-and-visible-light-different
Radio waves, gamma-rays, visible light, and all the other parts of the electromagnetic spectrum are electromagnetic radiation.
Electromagnetic radiation can be described in terms of a stream of mass-less particles, called photons, each traveling in a wave-like pattern at the speed of light.
source: https://imagine.gsfc.nasa.gov/science/toolbox/emspectrum1.html
Actually, radio waves travel very quickly through space. Radio waves are a kind of electromagnetic radiation, and thus they move at the speed of light. The speed of light is a little less than 300,000 km per second. At that speed, a beam of light could go around the Earth at the equator more then 7 times in a second.
The reason that it takes so long for radio messages to travel in space is that space is mind-bogglingly big. The distances to be traveled are so great that even light or radio waves take a while getting there. It takes around eight minutes for radio waves to travel from the Earth to the Sun, and four years to get from here to the nearest star.
source: http://www.qrg.northwestern.edu/projects/vss/docs/communications/2-why-does-it-take-so-long.html
The delay is nothing to do with the spacecraft or the hardware on the ground – it can't be improved by a faster computer or a more powerful radio. In fact it is obeying the fundamental speed limit of the universe – the speed of light.
At 1,079,000,000 km/hour, light is pretty quick; you could get from here to the Moon in a little over a second! But that just underlines how far away Mars is.
All light (or electromagnetic radiation, which includes radio signals) travels up to this speed, and radio waves from Earth to Mars Express and back are no exception.
source: http://blogs.esa.int/mex/2012/08/05/time-delay-between-mars-and-earth/
Radio signals are electromagnetic waves, such as light or X-ray. The speed of electromagnetic waves in vacuum, is 300000km/sec (approximately).
In order to calculate the time of travel with this speed from Earth to Mars, we need to know the distance.
When the Mars and the Earth are at the opposite sides of the Sun, the distance is the largest: approximately: 378 million km. The time needed for an electromagnetic wave to cover this distance is approximately: 21 minute.
The closest distance between Mars and Earth is 78 million km, the time in this case is: 4.3 min.
So the time of travel (of the radio waves) between Earth and Mars is between 4.3 minutes and 21 minutes, depending on the actual distance between the two planets.
source: http://www.physlink.com/education/askexperts/ae381.cfm