"To my right" vs. "on my right"

Which one is correct and why?

• To my right is Alex.
• On my right is Alex.

What is the difference between on and to here?

user21497 is correct in that both prepositions are idiomatic and grammatically correct. However, to me, "Alex is on my right," or "On my right is Alex," imply that Alex is standing (or sitting, etc.) next to you, while "Alex is to my right," or "To my right is Alex," could more generally suggest that Alex is somewhere in the area to the right of you, without being adjacent to you. Again, though, both are correct and there is very little, if any, semantic difference.