Mostly, it's a myth, based on archaic gender roles (the woman stays at home and is the nurturing mother, and she's weak and powerless and can't do much harm anyway) combined with bizarre objectification of the ideal of woman by people in response to problems caused by a failure to realise that women are just people.
On the other hand, you are more likely to be raped or murdered by a man than a woman, the CDC says that domestic violence happens almost twice as often male on female than the reverse, murder of partners happens three times as much male on female than the reverse [footnote]http://www.cdc.gov/violenceprevention/pdf/IPV_factsheet-a.pdf[/footnote] and so on. Statistically, then, you could argue for it.
On the other hand, you are more likely to be raped or murdered by a man than a woman, the CDC says that domestic violence happens almost twice as often male on female than the reverse, murder of partners happens three times as much male on female than the reverse [footnote]http://www.cdc.gov/violenceprevention/pdf/IPV_factsheet-a.pdf[/footnote] and so on. Statistically, then, you could argue for it.