A simple cabled patch between the ins and outs of any effects instruments puts them in a serial routing, like a daisy chain. Each effect is processed by the effects that come after it in the series chain.
If you split-cable your audio outs to each of the inputs of several unconnected effects instruments, then mix the outputs of each of these with an adder or mixer, you're putting them in a parallel routing, so each effect sounds by itself, unprocessed by the other effects, just mixed together. The sound will always be different than that of the same effects in series. Of course, you can combine these routing schemes within the same ensemble, as shown here.
