They are not always a replacement for one another.
Example part number SMCJ14A.
If you search the SMCJ14A on the Digi-Web site you will get the following options.
Under the search box you will see boxes. Under the boxes click the More Filters button. Now you can see all the boxes. In these boxes you will see the differences in the parts. Examples Manufacture, Current – Peak Pulse, Supplier Device Package. All highlighted in screenshot below.
There will be other small differences in the SMCJ14A depending on the Manufacture. The data sheet is always the best way to confirm specifications.
Another good example would be the 2N2222. Search the part number on the Digi-Key web site and you will see the part numbers come up in this link and screen shot below. Examples include Manufacture, Current – Collector (Ic) (Max), Voltage – Collector Emitter Breakdown (Max), Vce Saturation (Max) @ Ib, Ic, Mounting Type and Package / Case and Supplier Device Package. https://www.digikey.com/products/en?keywords=2n2222