Yes
But that claim doesn't stand up to scrutiny.
Murray is losing in his head to head record against Nadal (W5 L12) but winning in his head to head against Federer (W11 L9)
Djokovic is losing in his head to head record against both, but has a better record against Federer (W13 L16) than he does against Nadal (W15 L20)
and if you look at recent records Djokovic has got the upper hand against Federer in slams, he beat him in the US open 2011 and again in straight sets at Roland Garros in 2012. He did loose at Wimbledon last year though but generally he has had the upper hand against Federer and Nadal except on clay against Nadal.