Three novel groove-loaded Folded Waveguide Slow-Wave Structures (FWSWS),which include triangle groove-loaded, trapezoid groove-loaded and swallow-tailed groove-loaded FWSWS, are analyzed for the purpose of improving beam-wave interaction. The high-frequency characteristics, including dispersion properties and interaction impedance, are investigated by numerical simulation, and the nonlinear large-signal performances of these Traveling Wave Tubes (TWTs), including output power, gain and electron efficiency, are also analyzed and compared by a 3-D particle-in-cell code MAGIC3D. Within the same beam parameters and input power, it is concluded from the comparison that: among these FWSWSs, the trapezoid groove-loaded FWSWS has the highest output power (255 W), saturated gain (37.1 dB), and electron efficiency (10.7%); The swallow-tailed groove-loaded FWSWS owns the shortest circuit length to obtain the saturated gain of which is 64.2 mm; the triangle groove-loaded FWSWS has the widest bandwidth.