The hetero-epitaxial growth of the n-type semiconducting oxides β-Ga2O3, In2O3, and SnO2 on c- and r-plane sapphire was performed by plasma-assisted molecular beam epitaxy. The growth-rate and desorbing flux from the substrate were measured in-situ under various oxygen to metal ratios by laser reflectometry and quadrupole mass spectrometry, respectively. These measurements clarified the role of volatile sub-oxide formation (Ga2O, In2O, and SnO) during growth, the sub-oxide stoichiometry, and the efficiency of oxide formation for the three oxides. As a result, the formation of the sub-oxides decreased the growth-rate under metal-rich growth conditions and resulted in etching of the oxide film by supplying only metal flux. The flux ratio for the exclusive formation of the sub-oxide (e.g., the p-type semiconductor SnO) was determined, and the efficiency of oxide formation was found to be the highest for SnO2, somewhat lower for In2O3, and the lowest for Ga2O3. Our findings can be generalized to further oxides that possess related sub-oxides.