I've pulled a number of rigs, from ball-hitch trailers to full-on semi flat beds for heavy equipment that have had 3 axles. They always effect your turning ability, and to the extent that you are willing to scrub a set of tires, you can or cannot turn very sharply with those type of rigs.
I have blown tires off of one axle (front or rear, typically front, which seems to carry more weight than the rear) by turning too sharply and pulling a tire right off a rim, so caution is used when turning sharply with 3 axles.
That being said, they do handle a load well, especially a toy hauler which is typically rear-heavy. You may have to adjust your driving technique to do a jog-turn, small bits at a time, back and forth, until you get the trailer pointed in the proper direction. If you do need to do a sharp turn, watch to make sure you do not roll your tires off the rims. Also watch curbs and entrances to lots, etc., where the extra set of wheels can catch you unprepared to make the turn.