iPad and iPhone 4 Not Mirroring Each Other Properly - Mail

So I have an issue in regards to mail. When I get an email, it will go to both devices, and the little notification will appear where it should on the mail icon. Now say I read the email on my iPad. The notification should automatically go away on the iphone, but it won't. I have to manually go into mail under the iPhone. Then it wlll update for a second, and show that the email has been read, when it should automatically do that by itself once I read it on one device. It happens this way in both directions; whether I handle the email on the iphone or the iPad.
Can anyone help?

Thanks