Blues and Bluegrass both evolved from string band music that was common in the rural south in the late 19th and early 20th century. Many old time country and bluegrass musicians, like Uncle Dave Macon and Bill Monroe, learned much of their style and repertoire from their black neighbors. Likewise many blacks were adept at fiddle tunes and square dance music popular with the whites. There was a lot more mingling between the races, at least the musicians, than you might imagine. Yazoo Records has a series called Before The Blues which sheds some light on your questions. They also have a series Times Aint Like They Use To Be which covers the same territory. So to answer your question they came from the same roots and were very closely entwined in their early years. By the way Jazz arose mostly independent of the blues but thats awhole nother story.