We present the results of calculations on bulk transition metals Rh, Pd, and Pt using the screened hybrid functional YS-PBE0 [F. Tran and P. Blaha, Phys. Rev. B \textbf{83}, 235118 (2011)]. The results for the equilibrium geometry are compared with those obtained from (semi)local functionals, namely, the local density approximation and the generalized gradient approximation PBE of Perdew \textit{et al}. [J. P. Perdew, K. Burke, and M. Ernzerhof, Phys. Rev. Lett. \textbf{77}, 3865 (1996)]. It is shown that the screened hybrid functional yields more accurate equilibrium geometry than PBE, but, overall, it is not more accurate than LDA. However, in contradiction with experiment, we find that the screened hybrid functional favors a ferromagnetic state as the ground state for all three transition metals. Therefore, the use of hybrid functionals for, e.g., the study of catalytically active systems with correlated oxides on a metal support is questionable.