Saturnalia vs festival

Saturnalia and festival both are nouns.

Word	Noun	Adjective	Verb	Adverb
Saturnalia	Yes	No	No	No
festival	Yes	No	No	No

As nouns, festival is a hypernym of Saturnalia; that is, festival is a word with a broader meaning than Saturnalia:

Saturnalia: an orgiastic festival in ancient Rome in honor of Saturn
festival: an organized series of acts and performances (usually in one place)

Other hypernyms of Saturnalia include fete.

Saturnalia (noun)	festival (noun)
an orgiastic festival in ancient Rome in honor of Saturn	an organized series of acts and performances (usually in one place)
	a day or period of time set aside for feasting and celebration