Sylvester Stallone and wife Jennifer's three daughters still get star struck -- despite having a super famous father.

Sophia, 20, Sistine, 18, and Scarlet, 14, are guest editors for the May issue of Harper's Bazaar, and admit that the most famous person in their phones is their own dad -- which is probably why they used to snag digits from his mobile contacts.

"When I was little I used to go through my dad’s phone and take numbers, like Liam Hemsworth," Sophia recalls. "I called him. He never answered," Sistine confesses.

This year, the girls were named Miss Golden Globe at the big awards ceremony, and got a little tongue-tied around all the celebrities. Sistine says her "heart skipped a beat" when Leonardo DiCaprio remembered meeting her through her parents, Scarlet "fainted a little" when Ryan Gosling smiled at her, and Sophia jokes that she got "really bumbly" with Ryan Reynolds.

While the sisters love mingling with the A-listers, they don't see themselves taking after their dad in the acting department. "I don’t think any of us have the acting gene," Sophia says.

Scarlet did, however, have a scene in the 2014 movie, Reach Me, but it didn't go so well. "I literally just had to say one tiny line, and they had to cut that in half!" she quips. "It was pretty humiliating."

That being said, these girls did adopt their father's work ethic, thanks to the family's daily fitness regimen, which Sistine and her sisters used to refer to as an "inconvenience."

"We’d get up really early, like 6 a.m. and do 20 sit-ups and push-ups, practice our shot put," Sophia notes. "[Sly] wanted us to be really good at shot-putting for some reason -- learn how to throw a punch, and practice golf."

As for their rise to the spotlight, Sophia confides that it's still "all so new."

"We are so close," she adds. "Sometimes siblings can get into rivalries, but we’ve been nothing but support to one another."

The Stallone sisters also told ET that while they enjoy modeling, acting is "definitely not" for them. "Not for me," Sofia said, explaining that working "behind the scenes" seems like a better fit for her. "I've always loved working behind my dad and learning from him because I have the best teacher," she proudly continued. "I want to work with him this summer, I hope."