Finlandia consistently wins blind tastes tests. So yes, of course you can tell the differences.
From -
http://www.vodkaphiles.com/taste99.cfm
MONTPELIER, VT (July 26, 1999) ? Russian Life magazine announced here today the results of its 2nd Annual International Vodka Taste Off, held in Northfield, Vermont on July 24.
Some 125 Russophiles/Vodkaphiles from Vermont, New Hampshire, Maine, Connecticut, Rhode Island, New York and New Jersey took part in what was hailed as the world?s largest ever blind taste-test of international vodkas. Included in the test were 16 vodkas from nine countries ? from lesser-known Russian vodkas to top name brands like Stolichnaya and Absolut. Each vodka was taste-tested and evaluated (on a 1-5 rating scale) by over 35 persons.
The results showed up real differences in the many vodkas on the market, contradicting the US Bureau of Tobacco and Firearm?s definition of vodka as "neutral spirits without distinctive character, aroma, taste or color."
In the end, Finnish produced Finlandia vodka garnered the highest average rating. Russia?s Cristall and England?s Tanqueray Sterling tied for second, and France?s Grey Goose came in third (see rankings). Last year?s winner, Holland?s Ketel One, placed 5th this year.
The Taste-Off was sponsored by Russian Life magazine, a 43-year-old magazine of Russian culture, history, travel and life, and The Russian School at Norwich University, in Northfield, Vermont.