Windows built-in defragmenter has been intentionally programmed to ignore certain types of file fragmentation where defragmenting those specific files will not improve performance to any discernible degree.
Third-party defragmenters, however, analyse and report the total degree of fragmentation, regardless of which files will actually reap performance benefits if defragmented. That's the main reason why third-party defraggers are so popular even though Windows has it's own.
However, it should be noted that defragging too often or when it's not necessary can be counter-productive as it will shorten the life of the hard drive. Generally speaking, if a drive is less than 5% fragmented, don't defrag.