Defending champion Scheffler has the world number one ranking entering this week's Masters but third-ranked Rahm and world number two McIlroy can each overtake him with a victory on Sunday at Augusta National.
The threesome has separated itself from rivals in the world rankings, motivating each other to new heights by challenging each other.
"We've been able to rack up more wins than anybody else. Just being able to get it done," Rahm said. "You create your own luck, playing in good form and feeding off each other, Scottie starting it last year and myself later in the fall."
Rahm, who won his first major title at the 2021 US Open at Torrey Pines, made a sizzling start to the PGA season by winning the Tournament of Champions, American Express and Genesis Invitational crowns.
The 28-year-old Spaniard became the first player to win three events in the PGA's west coast swing since Johnny Miller in 1975.
McIlroy won the Dubai Desert Classic while Scheffler captured March's Players Championship and defended his PGA Phoenix Open title and both reached the WGC Match Play semi-finals.
"It just seems like every week we're playing, one of us has got a chance to win that tournament," McIlroy said. "It just seems like one of us three is popping up every week we play with a chance to win. That's the level that we all want to be at.
"Seeing those two guys consistently performing at that level just pushes me to want to be better."
Rahm said he fed off losing to Scheffler in Phoenix for his final round to win the Genesis and admits the trio might be even tighter than the rankings claim.
"Point difference might be a lot larger than what the actual game difference might be between the three of us," Rahm said.
"If we're talking about half a shot a round, that's just absolutely nothing. That's one good bounce and there's the difference."
Rahm includes 15-time major winner Tiger Woods, six-time major champion Phil Mickelson and three-time major champion Vijay Singh in another Big Three.
"Even while Tiger has been on his run in the 2000s, Phil and Vijay still managed to win 45 and 20-plus times themselves in that time frame," Rahm noted.
But the Spaniard says only time will tell if he, McIlroy and Scheffler earn their spot as a top trio.
"You can say that, if we do it for at least five-plus years like many of those players did," Rahm said.
"For us to be compared to something like that, we have a very long way to go. It could be the start. But still a long way to go."
No one realises that more than the players themselves with McIlroy laughing when asked if they talk about their domination these days.
"I just had breakfast with Jon Rahm," McIlroy said. "And that didn't come up, no."
Can history repeat?
Rahm, who has four top-10 finishes in six Masters starts with a best of fourth in 2018, hopes Spanish history repeats itself at Augusta.
Jose Maria Olazabal won the Masters in 1999, the same year Sergio Garcia played his first Masters, and Garcia won the Masters in 2017, the year Rahm made his Masters debut.
"I hope history repeats itself and I get to win someday," Rahm said.
