Schiaparelli, the lander; really just a technology demonstrator. The signal was lost at about landing. It was always intended to go into low power mode after landing to wake up later, so it's possible that the signal just didn't make it all the way to Earth, but it may also have crashed.
The ExoMars orbiter, the Trace Gas Orbiter, which carried Schiaparelli to Mars; it's just braked into orbit but has gone behind Mars and is uncontactable, but at last report everything was fine. It has (hopefully) recorded Schiaparelli's telemetry for downlinking to Earth later.
Mars Express, an existing probe in orbit around Mars; it has also been recording Schiaparelli's telemetry; it can't decode the packets, but it can be used for doppler analysis.
Right now Mars Express is downloading its data. They say it'll take about 10 minutes. I don't know whether that data will be enough to say whether Schiaparelli landed safely or not. I do know that it'll be a while until all the data from both orbiters is downloaded and analysed, and by then Schiaparelli may have woken up and called home (I don't have the schedule to hand), so it's not a writeoff yet.
Edit for clarification: Turns out that TGO was actually doing its engine burn while out of contact from Earth (very small engine burning for a very long time), so when it comes out from behind Mars we'll know whether it made it into orbit or not. I should have actually guessed that from playing KSP.