Clinical depression is characterized by intense feelings of hopelessness and worthlessness. Subjects usually report feeling as though nothing they do matters and no one would care anyway, so they are disinclined to attempt much in the way of anything. The character is depressed and finds it difficult to be motivated to do much of anything. Even simple acts such as eating and bathing can seem to be monumental tasks.
Characters in a fugue state are totally non-responsive to most stimuli around them. They will not even defend themselves if attacked and will usually attempt to curl into a fetal position if physically assaulted.