Efficiency of Antennas vs operating frequency
An antenna needs to be of a "certain size" to be most effective at turning EM waves into electrical signals and vice versa. The size for best effectivity is related to the wavelength of the transmission/reception frequency.

For instance, a simple quarter wave monopole at 433MHz needs to be about 17 cm in length whereas at 2.45GHz this drops to about 3cm. Wavelength of an EM wave is: -

\$\lambda = \dfrac{c}{f}\$

And an effective monopole is one-quarter this length

So, if you have a bunch of antennas of approximately the same physical dimensions I would expect the higher frequency antennas to be more superior because the lower frequency ones just cannot be as effective given the limited space they occupy.