Fearful, apprehensive, afraid are comparable when they mean inspired or moved by fear. In such use they are normally followed by of, that, or lest, afraid being never and fearful and apprehensive infrequently used attributively in this sense.
Fearful carries no suggestion of a formidable cause of fear; it often connotes timorousness, a predisposition to worry, or an active imagination.
Apprehensive suggests a state of mind rather than a temperament and grounds for fear that at least seem reasonable. It always implies a presentiment or anticipation of evil or danger.
Afraid may or may not imply sufficient motivation of fears, but it typically connotes weakness or cowardice and regularly implies inhibition of action or utterance.