"Sympathetic" is an adjective, while the other two are nouns. "Condolences" is usually in its plural form. We offer our "condolences" when someone has lost a family member. The adjectives "sympathetic" and "compassionate" and the nouns "sympathy" and "compassion" are synonyms.

Sympathetic- I feel your emotions with you. Compassion- I understand your feelings. I understand and am concerned. Condolence- I understand you are sad about a death. I offer to you my loving care for your sadness.