In several online examples I found this:
public partial class ForecastPage : PhoneApplicationPage
{
Forecast forecast;
public ForecastPage()
{
Reading from documentation about OnNavigatedTo:
Called when a page becomes the active page in a frame.
and when we read about Loaded event see:
Occurs when a FrameworkElement has been constructed and added to the object tree.
They are completely different, as page, correct me if I'm wrong, can become active more then one time during the lifetime of your application, but constuction of the FrameworkElement usually happens once.