That ephemeral view you usually get of the little furballs skittering into hiding is seldom enough to differentiate them. Although the vole is almost twice as heavy as the others, size is not a good basis for identification as you would never see them together for comparison. Found in a trap as this one was, it is easy to separate the three. If the captive has big ears and a bare tail as long as its body, it is the house mouse. The rest of us see these little furbearers so seldom that we don't have a chance to develop that kind of skill and most don't want to anyway.
Shrews belong to an entirely different order from rodents like mice.
That order is Insectivora, the name an indication of a diet staple although they also feed on earthworms, snails, spiders and mice. Moles also belong to this order. Although these aren't rabies carriers, your best bet is not to handle any of them.