Say, for example, the iterative and recursive versions of the Fibonacci series. Do they have the same time complexity?
If you take some recursive algorithm you can convert it to iterative by storing all function local variables in an array, effectively simulating stack on heap. If done like this there's no difference between iterative and recursive.
Note that there are (at least) two recursive Fibonacci algorithms, so for the example to be exact you need to specify which recursive algorithm you're talking about.