Obviously "4X4" is a catch-all for many different things that have a wide range of capabilities and weaknesses. But generally speaking, a vehicle with four driven wheels (and a competent driver) does have slightly more capacity for traction than a regular car of similar specifications. Driving styles, specific 4WD/AWD systems, tire selection and other aftermarket equipment can add to that substantially. (You can add a lot of capability to a regular 2WD car using the same tools and tricks, BTW.)
When it comes to truck-style "4X4" systems, there are two basic types: part time and full time. Almost all 4WD trucks use a differential in both the front and rear axles.
Part time 4WD systems are designed to not use the tractive capability of the front axle most of the time. For times when you do need more traction (remember that 4WD does NOT aid braking), part-time 4WD has a relatively simple transfer case that allows power from the transmission to go equally to the front and rear axles. This is great if you're in slippery stuff, but can make things break if you're on solid ground. For the drag racers among us, it's like using a spool on a street-driven car.
Full time truck 4WD systems typically have a third differential located in the transfer case. The differential action of the center differential eliminates binding that can cause parts to fail. And many also have the capacity to be locked, giving them the same capability as part time 4WD. The penalty is paid in extra weight and worse fuel economy.
"AWD" is a relatively new means of distinguishing between light-duty automobile traction-adding systems and the more traditional (and heavy duty) truck systems. Many car AWD systems are state of the art, and far more capable than truck 4WD systems. However because most cars lack the ground clearance to get past deep snow, sand and other obstacles, their primary advantage is in all-out acceleration and road racing uses.
If you're talking about the Jeep Quadra-Drive(R) system and not the Audi Quattro(R) system, the main difference between the Jeep Quadra-Drive and the Ford AdvanceTrac(R) is that the Jeep system uses a simple viscous coupling in place of the differential of a full time 4WD system. Viscous coupling units have been used with varying levels of success as replacements for traditional "spider gear" (with and without clutch-type limited slip functionality) differential.
The Ford Expedition uses a version of Borg Warner's Traction on Demand(R) electronically controlled transfer case. Ford has marketed it under the ControlTrac(R), AdvanceTrac(R) and variants on that theme.
When Borg Warner set out in the 1960's to create Traction on Demand(R), they were trying to overcome an inherent flaw with the traditional clutch-pack limited slip differentials known best under the GM trademark of Positraction(R). At times, the preload that enables additional traction can be a hindrance. If you've ever driven a RWD car with LSD in the snow, and found your rear end sliding off to the right, you have felt one common fault. On dry pavement, this can be great for gratuitous throttle oversteer, but it doesn't help traction.
Eventually, as digital controls replaced analog controls, and the size and cost of digital electronics became smaller (the first version required a separate station wagon full of electronics to operate the transfer case), the Traction on Demand system became more and more practical. By the time that US emissions and fuel economy laws made a computer in every car a necessity, the time was ripe for Traction on Demand.
At some point during development, it became apparent to the engineers at Borg Warner that they could do without the heavy iron "spider gear" differential entirely, and use computer control alone to route power to the front axle. This breakthrough has made Traction on Demand arguably the most advanced automotive 4WD/AWD system available in something that costs less than $100,000.
The 2011 model year will not have a Sport Trac, and the Explorer will be based on a FWD economy car platform. It will get its AWD capability through a Haldex-type system that works like the Jeep viscous-coupling system, except it drives the front wheels first and foremost. I've heard rumors that Borg Warner will be producing a FWD/transverse engine transaxle for the new Explorer that uses its Traction on Demand technology, but it's still a rumor. The 2011 Expedition will continue to use the RWD-biased Traction on Demand system. Get 'em while you can!
