Nyborg thinks so….
Nyborg, H. (2012). Migratory selection for inversely related covariant T-, and IQ-Nexus traits: Testing the IQ/T-Geo-Climatic-Origin theory by the General Trait Covariance model. Personality and Individual Differences.
Whether or not this is the case can readily be investigated by constructing an Add Health M-F scale and comparing mean differences. In table 1, Udry and Chantala (2004) list wave 2 variables that can be used, if anyone is interested … (If you need a (bootleg) copy of SPSS, let me know.)