In the absence of any context, I would say there wasn't much difference between them. Choosing one over the other seems to be a matter of style or personal preference, so it all comes down to deciding which sounds better in the particular sentence that you are composing.
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VorparIn some cases, I use "recently" for a past event, and "lately" for an ongoing event.I recently had a dental appointment.Lately, I've been flossing more.Good distinction!