If more pressure is put on a bone than it can stand, it will split or break. A break of any size is called a fracture. If the broken bone punctures the skin, it is called an open fracture (compound fracture).
A stress fracture is a hairline crack in the bone that develops because of repeated or prolonged forces against the bone.
Considerations
It is hard to tell a dislocated joint from a broken bone. However, both are emergency situations, and the basic first aid steps are the same.