The orbits of Mercury and Venus lie within Earth's orbit. When they are on the same side of the Sun as us, we can only see part of the sunlit side. When Venus is brightest in our sky, it is actually at crescent phase. When Mercury and Venus are on the far side of their orbits, we see more of their illuminated half, but they look dimmer because they are so much further away.
Mars orbits the Sun about half as far away again as Earth and completes the group of the four inner planets.