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Every now and then somebody asks me for the difference between a spell, a charm and a hex. Within the Potter world, the boundaries are flexible, and I imagine that wizards may have their own ideas. Hermione-ish, however, I've always had a working theory:
The generic term for a piece of magic.
Does not fundamentally alter the properties of the subject of the spell, but adds, or changes, properties. Turning a teacup into a rat would be a spell, whereas making a teacup dance would be a charm. The grey area comes with things like 'Stunning Spells', which on balance I think are Charms, but which I call spells for alliterative effect.
Has a connotation of dark magic, as do jinxes, but of a minor sort. I see 'hex' as slightly worse. I usually use 'jinx' for spells whose effects are irritating but amusing.
Reserved for the worst kinds of dark magic.