Answer:
Wow, your question on how a yagi-uda differs from a folded dipole, a loop antenna, and a helical antenna relates very much to how does a lawn mower engine relate to a V-8.
The principals in all the antennas remains much the same. So I will deal with them in the order asked.
The Yagi in its simpliest form consists of 3 elements. The center element is the driven element and is essentially a dipole. Behind it is a slightly larger element called a reflector which does just that, it reflects signals to and from the dipole and in front there is the smaller director which helps focus energy. This is a directional antenna with gain.
The folded dipole goes back to the basic dipole except it has makes a full loop. They are just as about as long as regular dipoles. With the loop of wire out there, they tend to have a wider band width than regular dipoles - but are not as tolerant of being used at even multiples of their cut frequency as the wires tend to cancel out each other. Oh, btw, yagi's have been made using folded dipoles. You must use ladder line or a 4:1 balun on folded dipoles, with perhaps the exception of the terminated folded dipole which has a resistor where the two elements of the dipole come together.
The loop antenna? Which loop? I assume you are talking the traditional loop and not the magnetic loop. The full loop is normally computed to be 1005/frequency=feet. While you could take the time to tune the antenna, it might just be easier to put in a balun and an antenna tuner. The main advantage of a loop over the previous reviewed antennas is that it does fairly well even though fairly close to the ground where the previous 2 antennas should be at least 1/2 a wave length up for good performance.
Helical antennas are generally good for just one band. In fact, due to the loading they cause they are best if used on a single frequency as their feed line requires them to be provided the connecting feed the is the electrical equivalent of a 1/2 wave at that frequency of operation. This may work well at VHF and above as an entire band can be tuned satisfactory, but in HF it would limit you to a very small segment of the band. Helical antennas definitely are the lawn mower engines of the antenna world.
Look up antenna elmer on your favorite search engine. You have entered into a world where there is still a lot home work left to be done.