I am going to assume you're talking about the Abstract Factory design pattern (which shouldn't be confused with the Factory Method, which is another creational design pattern).
The difference between the two is not too obvious, for they can overlap and be used in a complementary way. Since the prototype creates a clone of itself, including all its properties, it is often created by an abstract factory just once, and then cloned for every necessary object (that will not require having its fields filled again).
Prototype thus avoids unnecessary "new" calls, for the objects are cloned and not created. In most modern OOP languages however, I wouldn't say it's such a big deal. My two cents : if you don't really see the difference, just keep on using the one you're used to implementing (that is, probably the abstract factory).