"Aristotle argued that the difference between horror and tragedy is plot. Horror just happens, and we learn nothing from it; tragedy is morally insturctive because we follow the story of the tragic protagonist, and can see where he goes wrong and why."
I hesitate to put quotation marks about anything I can't cite properly, but I do not know the origin of this statement. It is in a book of scraps I collect, and I failed to write down the author. I am generally frustrated by misuse of the word "tragedy," and this explanation captured some of that.