I find that SortedList SortedDictionary and Dictionary implement the same

I'd mention difference between dictionaries.
Above picture shows that Dictionary is equal or faster in every case than Sorted analog, but if order of elements is required, e.g. to print them, Sorted one is chosen.
Src: http://people.cs.aau.dk/~normark/oop-csharp/html/notes/collections-note-time-complexity-dictionaries.html