That's because they're both Saber, the class itself is the same. Fate Stay night's saber is King Arthur, this saber is roman emperor nero.

They have VERY different personalities though, but I understand what you mean... they look somewhat similar, though Nero has a more bright blonde and has more bust too. Do make some time to watch it... I mean, it's really good even if you haven't played the games, though it's even better if you DID play the games.