Yes, they evolved from the same species. In fact, every species evolved from the same life form. The physical difference between various races are caused by evolution and adaptation. Throughout the ages, there are genetic mutations in all species. If the genetic mutation is unfavourable, the individual dies. If it, on the other hand, benefits the individual, then the individual survives. Hence, the mutation gradually becomes a standard feature of the species.
Now, due to the size of the Earth, it is only understandable that people in different parts of the world would undergo different mutations. The clearest example is the difference in skin colour between ethnic Africans and ethnic Europeans. Africans development a greater amount of pigment, as it protected them from the sun. The species evolved. Europeans, on the other hand, were in no need for this pigment as the climate was different in Europe. Thus, they evolved to have less pigment than Africans, for instance. This principle then explains any physical differences that one might find when looking at the human race.
Now, out of curiosity, what are these mental affinities you speak of?