There is a difference between "schooling" and "shoaling" that I'll try to explain because it is significant to the behaviours of the fish. Freshwater fish do not "school" in the strict sense of the term; marine fish school, meaning that they remain in tight packs and hunt together. Many freshwater fish are "shoaling" which means they live in large groups. However, they do not hunt as a pack, and they may swim together or apart or in smaller groups with the larger. When stressed by danger they frequently group together for protection, the "safety in numbers" thinking.
In the aquarium, shoaling fish must be kept in a group to avoid stress. When they have several of their own species around them, they will be more relaxed as it were, and thus healthier. Their interaction varies depending upon species, but many are quite social and this strengthens the need for a group of the species. Natural behaviours will be more likely and more frequent, things like male displays which is so common with Hyphessobrycon. Many have a "pecking order" that is important to maintain.
Some species are closely related phylogenetically; phylogenetics is the study of how a group of organisms--in this case fish--have evolved in relationship to each other genetically (DNA). When for instance two or more species have evolved from a single ancestor, we know that they will be closely related--and this impacts behaviours, traits and requirements. Hyphessobrycon is a mixed bag, with more than 100 described species. Ichthyologists now know that many of these are not at all closely related, and scientific research is ongoing to sort them out. This brings me (finally
) to your question.
Some of the species in Hyphessobrycon are clearly very closely related; one "clade" or group known as the Rosy clade was proposed by Weitzman and Palmer in the 1990's, and there is considerable evidence that this group of some 30 species is monophyletic, which means that they all descended form the same ancestor. As I mentioned above, this means they will likely share many requirements and behaviours. The species you mention are in this "Rosy" clade. Hyphessobrycon megalopterus (Black Phantom Tetra), H. erythrostigma (Bleeding Heart Tetra) and H. rosaceus (Rosy Tetra) which is the species that gave the clade it's name. So, one can expect these species will "shoal" together more than they would with other species not in this clade.
That being said, it is still preferable to have several of each individual species; six is the usual minimum suggested, more is always better, and with a ratio of males/females. The fish expect it, and will be healthier in a group of their own. The shoaling behaviours that will be more evident when any of these species are maintained in 6+ groups with roughly equal males/females is well worth it.