Safes are usually of two types, one that offers you protection against fire and one that offers you protection against burglary. Though most safes offer you a fair amount of protection against both, these safes will be exceptionally good at protecting you against one type of threat.
Safes are specifically designed to serve a particular purpose. The design for a fire safe will be made up of thin metal walls that provide insulation in the eventuality of a fire. Thus protecting the valuables that are stored within it from being incinerated. This insulating material is known as a fire board and is sandwiched in between the metal. And this material can be broken if a forcible attack is made on it. On the other hand a safe that protects against theft has thick metal walls. These thick metal walls can cause the safe to heat up very easily, damaging the precious documents that are stored within it in the eventuality of it being engulfed by a fire.
However, there are safes which protect you against both the extremes. These safes are usually a combination of the two safes. The design of this safe will incorporate an anti-theft safe that is built into a fire safe. These safes do not come at a cheap price tag. Since they protect you against both the extremes they are quite expensive.