They are all pesticides but fungicides target fungi like molds or that cause diseases in for example plants while insecticides target insects.
Fungi result in plant mold, rot or even disease. Fungicides help to control fungi before they become one of those serious problems. Fungicides are either protectants or eradicants.
Pesticides treat an extensive range of potential plant problems and are applied in numerous ways. Pesticides other than herbicides and fungicides include insecticides, miticides and rodenticides, which kill insects, mites and rodents, respectively.