All three possess 3' to 5' exonuclease activity which allows proofreading to correct mismatched base pairs.
DNA polymerase I fills gaps in the DNA and also removes the primer by its 5' to 3' exonuclease activity.
Polymerases II is involved in DNA repair.
Polymerase III is the main enzyme for 5' to 3' polymerization in vivo.