Since my games usually have a number of species, usually anthro but others with humanish characters, one must base each set of stats on the particular race or species. There are too many to list here.
Typically females are smaller, have less strength, lower constitution, but generally, all else the same, somewhat higher charisma- since they are usually non-combatants if fighting has not yet started they have a better chance of talking another group out of combat. Intelligence is lower in some respects, somewhat higher in others. Combat morale is lower, unless young are threatened. The chaotic evil shadow elves, the Ayundellian equivalent of the drow, are a notable exception. Likewise the grey hags of The Gloomlands.
Ayundellian fauns are much more likely to communicate with a group of adventurers if an attractive female (esp. elf or vulpinish) approaches peacefully.
Female Ayundellian dragons have somewhat weaker and shorter-ranged breath weapons as these are not supernatural.
For obvious reasons females tend to be more aware of their surroundings. All else the same they get a small adjustment against being surprised.
Auramancy is the closest thing Ayundell has to magic. Female auramancers tend to specialize in healing and diagnosis.
Due to smaller size a female can, all else the same, have a better chance of, say, edging along the ledge of an old ruin without it breaking. Hiding and slipping through smaller openings is another advantage.
Some females, like azuralupins and leofolk, are just naturally effective in a fight. Female greater orcs, half-orcs, and muscler-goons are naturally strong, as are the draconfolk. They are not sent into battle, though; at best they may be in defensive positions, e.g. female azuralupins may be in an infirmary both to help tend the wounded and defend against any enemies that may get through (because they are azuralupins).
I'm not especially politically correct.