Despite mean differences between sexes, virtually no research has investigated sex-based differential prediction of personality tests in civilian employment samples. The present study investigated the degree to which personality test scores differentially predicted job performance ratings in two managerial samples. In both samples, participants completed a Five-Factor Model personality test and the participants’ supervisors, peers, and subordinates provided ratings of participants’ task and contextual performance. The current study found sex-based differential prediction in 6.7 per cent of differential prediction analyses in Sample 1, but found no sex-based differential prediction in Sample 2. Across the two samples sex-based differential prediction of performance only occurred 3.3 per cent of the time, which is less than would be expected by chance alone, given alpha = .05. Thus, based on the present study and the extant literature to date, no sex-based differential prediction studies have identified evidence of personality test bias.