They are the same.

However, research into is rarely used. Just use research.

For example,

• He researches the effects of alcohol.
• They’re researching the effects of acid rain on the local ecosystem.

A more formal way to say this is: conduct research in

For example,

We conduct research in cancer prevention and treatment. (We perform research in can also be used, but less formal)

In summary, conduct research in > perform research in > research.

You can say,

• He does research on heart disease.
• He does research in cardiology.