This review compares cytotoxic drugs, targeted therapies, and immunotherapies with regard to mechanisms and side effects. Targeted therapies relate to small molecule inhibitors. Immunotherapies include checkpoint inhibitory antibodies, chimeric antigen receptor (CAR) T-cells, cancer vaccines, and oncolytic viruses. All these therapeutic approaches fight systemic disease, be it micro-metastatic or metastatic. The analysis includes only studies with a proven therapeutic effect. A clear-cut difference is observed with regard to major adverse events (WHO grades 3-4). Such severe side effects are not observed with cancer vaccines/oncolytic viruses while they are seen with all the other systemic therapies. Reasons for this difference are discussed.