What is the difference between OAS and effective duration?

Excuse me, could you please clarify the distinction between OAS, or Option-Adjusted Spread, and effective duration? As an investor delving into the world of fixed income securities, particularly those with embedded options like callable bonds, I'm seeking a deeper understanding of how these two metrics differ in their assessment of risk and reward potential. How do they each contribute to gauging the overall performance and sensitivity to market movements of such securities? Thank you in advance for shedding light on this important distinction.