Virtually ever fellowship application requires you to write some version of a personal statement. The terminology and specific requirements vary, but clearly all are asking for something pretty similar: 1000 words about who you are, what experiences have shaped you, and what you want to do next. As you're learning about the different fellowships you may be interested in applying for, note differences in their specific requirements. As you proceed through the application process, you'll want to leave yourself plenty of time to tailor your essay to fit the particular fellowship you're applying for. But at the beginning of the process, you shouldn't worry about a Marshall statement versus a Rhodes statement versus a Mellon statement: you should be thinking of your task as simply to write your statement.