I'm not really sure what you have in mind. If you want a low-level packet capture, you use NetMon or WireShark. If you want a HTTP/HTTPS capture, you use Fiddler.
If you want to correlate one to another, you could use both, although I can't think of a scenario where this would be very useful.
Fiddler can import Wireshark PCAP/PCAPNG and NetMon CAP files. Microsoft Message Analyzer (the replacement for Microsoft NetMon) supposedly can open Fiddler-generated .SAZ files.