What's different between try_files and rewrite?

Question

I want to redirect all dynamic request to index.php

for example my index.php :

<?php
     echo "hi"; 
?>

here is my nginx configure of php:

 location ~ \.php$ {
       include snippets/fastcgi-php.conf;
       fastcgi_pass 127.0.0.1:9000;
  }

when i add configure with try_files:

location / {
       try_files $uri $uri/  /index.php =404;
}

it just return raw text

 <?php echo "hi"; ?>

and i modify the nginx configure with rewrite it will return hi properly :

location / {
         rewrite ^(.*)  /index.php last ;                
 }

---

Question

What's different between try_files and rewrite ?

Why the directive try_files do not work as i want ?