People have asked me which one should I choose. Unfortunately, I cannot give a definite answer since the type of fund you will choose will depend on your preference, as well as, knowledge of the securities market.
The two articles below from investopedia.com should give you the knowledge you need to determine which of the three is best for you.
In a nutshell, segregated funds protects part or all of the principal invested, but that protection comes with an additional cost. Mutual funds do not protect the principal invested, but the fee to manage the mutual fund is lower. An index-tracking ETF is cheap, but you must have knowledge of stock trading. Therefore, there is no one-size-fits-all option.
My purpose of writing articles and providing links to other articles on stock trading is to provide you the knowledge to minimize the fees you will pay since you will have an understanding of how the stock market works.