  The discovery in 2001 of superconductivity in some heavy fermion compounds of
the RMIn$_5$ (R=4f or 5f elements, M=Co, Rh, Ir) family, has triggered enormous
amount of research pointing to understand the physical origin of
superconductivity and its relation with magnetism. Although many properties
have been clarified, there are still crutial questions that remain unanswered.
One of these questions is the particular role of the transition metal in
determining the value of critical superconducting temperature (Tc). In this
work, we analyse an interesting regularity that is experimentally observed in
this family of compounds, where the lowest N\'eel temperatures are obtained in
the Co-based materials. We focus our analysis on the GdMIn$_5$ compounds and
perform density-functional-theory based total-energy calculations to obtain the
parameters for the exchange coupling interactions between the magnetic moments
located at the Gd$^{3+}$ ions. Our calculations indicate that the ground state
of the three compounds is a $C$-type antiferromagnet determined by the
competition between the first- and second-neighbor exchange couplings inside
GdIn$_3$ planes and stabilized by the couplings across MIn$_2$ planes. We then
solve a model with these magnetic interactions using a mean-field approximation
and Quantum Monte Carlo simulations. The results obtained for the calculated
N\'eel and Curie-Weiss temperatures, the specific heat and the magnetic
susceptibility are in very good agreement with the existent experimental data.
Remarkably, we show that the first neighbor interplane exchange coupling in the
Co-based material is much smaller than in the Rh and Ir analogues due to a more
two dimensional behaviour in the former. This result explains the observed
lower N\'eel temperature in Co-115 systems and may shed light on the fact that
the Co-based 115 superconductors present the highest Tc.
