Sex differences in bivariate model

Hi everyone,

I have done some bivariate analyses but I am concerned about sex differences. I have done the analyses first with the whole sample (sex as covariate) then with only males and finally only females. Here the results:
Males &Females Males Females
Rph 0.36 0.31 0.40
Heritability variable1 0.33 0.25 0.41
Heritability variable2 0.46 0.49 0.49
rG 0.39 0.20 0.58
rE 0.35 0.39 0.26

As there are differences between males and females, especially in rG. I am not sure if it is correct doing a separate analysis or I should do a Sex-Limitation or other type analysis.

Thank you so much in advance!!!