Although most nervous system diseases affect women and men differentially, most behavioral studies using mouse models do not include subjects of both sexes. Many researchers worry that data of female mice may be unreliable due to the estrous cycle. Here, we retrospectively evaluated sex effects on coefficient of variation (CV) in 5,311 mice which had performed the same place navigation protocol in the water-maze and in 4,554 mice tested in the same open field arena. Confidence intervals for Cohen's d as measure of effect size were computed and tested for equivalence with 0.2 as equivalence margin. Despite the large sample size, only few behavioral parameters showed a significant sex effect on CV. Confidence intervals of effect size indicated that CV was either equivalent or showed a small sex difference at most, accounting for less than 2% of total group to group variation of CV. While female mice were potentially slightly more variable in water-maze acquisition and in the open field, males tended to perform less reliably in the water-maze probe trial. In addition to evaluating variability, we also directly compared mean performance of female and male mice and found them to be equivalent in both water-maze place navigation and open field exploration. Our data confirm and extend other large scale studies in demonstrating that including female mice in experiments does not cause a relevant increase of data variability. Our results make a strong case for including mice of both sexes whenever open field or water-maze are used in preclinical research.