They are one and the same. 
 
We believe in God the Eternal Father, and in His son Jesus Christ, and in the Holy Ghost. These are 3 distinct and separate individuals - but who collectively make up the Godhood. 
 
From one of our books of scripture called the Doctrine and Covenants:D&C 130:22-23 
 
22 The Father has a body of flesh and bones as tangible as man’s; the Son also; but the Holy Ghost has not a body of flesh and bones, but is a personage of Spirit. Were it not so, the Holy Ghost could not dwell in us. 
23 A man may receive the Holy Ghost, and it may descend upon him and not tarry with him. 
 
Hope this helps.