I looked on Kia Canada's site
Drive/Terrain Modes
Four different drive modes—Smart, Eco, Sport, and Comfort—ensure you’re always comfortably in control. Snow, mud and sand terrain modes are optimized to increase traction control to handle any road conditions. The standard all-wheel drive adds two additional drive moves. AWD Lock disperses the power evenly to all four wheels, giving you total control on rougher terrain.
Basically mud and sand mode is in addition to AWD Lock.