Radio Waves reach in function of frequency
In free space, it doesn't matter.  The power per incident area of a propagating wave is inversely proportional to the square of the distance from the transmitter.  This is true regardless of frequency.

Certain frequencies are reflected, refracted, absorbed, and scattered differently by different materials.  There is no single monotonic relationship until you get to really high energies, like gamma rays and beyond.  At these really high energies (high frequencies), the waves basically just blast thru any material in their way, with higher energies passing thru material with less attenutation.  Up to below Xray frequencies, there is no single answer, and it depends on the material between the transmitter and receiver.

Diffraction effects can make low fequencies (long wavelengths) appear to bend around objects, but this actually occurs at all wavelengths.  The "near" layer where diffraction effects occur scales with wavelength, so it appears to us at a fixed human scale that long wavelengths go "around" objects where short wavelengths don't, but that is due to our perception scale.  On the scale of the earth, commercial AM radio frequencies around 1 MHz are low enough to diffract around the curvature of the earth to some extent making over the horizon AM reception possible.  Commercial FM radio, being 100x shorter wavelength, exhibits this effect much less for the same size earth, so FM radio appears to us to be mostly occluded by the horizon.