How can you tell the difference between a stress fracture and tendonitis?

X-ray: They may co-exist but by definition a stress fracture will typically be confirmed by some imaging technique, usually plain x-ray but possibly MRI or bone scan. The diagnosis can be made but not confirmed in the absence of positive imaging if the history is right and no other diagnoses fit.

Exam and imaging: Stress fractures may be hard to see on standard x-rays and additional studies such as bone scan or mriay be helpful. A careful history and exam is also very important as you correctly implied it can be confsuing so seek out so called experts such as a hand surgeon or orthopedic surgeon who specializes in that anatomical region.