Both refer to the same thing. They are expressions whose meanings cannot be inferred from the meanings of the words that make it up. However, the word idiom could sometimes mean a phrasal verb. Moreover, some phrasal verbs are idioms (She makes up every morning), and some are not (He brought back my book). Some idioms are phrasal verbs (My dad chewed me out), but most are not (Tell me the news-- I'm all ears).