In some ways
I think of men as sprinters and women as marathon runners, but then I use the sprint/marathon analogy for lots of things. :)
Obviously you are thinking of mental toughness and not strength. I think that many women react better than many men to difficult situations. I wouldn't argue against women having an edge.
In the end strength is mostly an individual learned quality. Men tend to rely too much on fight or flight. The strongest men learn other responses. Strong women have to learn not to fold under pressure and avoid the duck and cover response.
I think men fear failure more than women so that allows women to recover quickly from disappointments.
I think women fear rejection more than men and are more easily discouraged.