Actually... looking at some financial reviews... male-led movies are far more likely to flop.
Granted, that's because American studios take many more risks on male-led movies in the first place. But still, that's there. We won't know if a female-led movie is more likely to flop until studios take more chances on female-led movies. And part of why they won't take chances is that possibly... possibly... they aren't quite in tune with female audiences.
The Hunger Games, and, to a lesser, but still suprising degree, the Divergent series... show that the audience is ready for female-targeted franchises. It has been ready for years, given the huge explosion of young adult fantasy targeted at females, inspired by the Twilight phenomenon. Perhaps the fan base is not as deep as for male-centric comic movies, where the vintage of the source material makes them more sellable overseas and to older audiences, but it's there. And seeing the success of these movies, it's an audience willing to pay for movie tickets.-
That said... whether or not this is really the case, or whether audiences can only take so many female-led franchises will remain unknown until more studio executives actually get off their butts and take risks.