No. Same applies to all other cichlids as well. Females mature faster than males though, so oftentimes they are the dominant fish between the two, if both fish are purchased as small juveniles. And of course, the main factor in determining an aggressive CA cichlid is a given individual's personality; not the sex size or specie.
The only difference with aggression with JD's that I know of is that the Electric Blue Dempsey's are pussies and should not even be classified as a jack dempsey.
i just got a 2 inch Jd, and like my friend who had one, it seems to take the role in the tank as the old grandfather. not as quick as the others, but also not as skittish and quiick to move.