They are very close, sometimes clearly synonyms.
Think of the roots of each word.
Related (think of family)
Revealing (think of a mirror, or an exposť, a newspaper article that gives you more information).
Things that are related are connected, but not necessarily revealing.
Things that are relevant may have no immediatelly apparent relation, but are still important to consider. (Usually, if something is relevant, it becomes related simply because it is now acknowledged to be relevant - and suddenly they become synonyms.)
I would say that relevant includes the concept of related;
Related does not necessarily include the concept of relevance.