According to the Alaska Department of Fish and Game, while both male and female reindeer grow antlers in the summer each year (the only members of the deer family, Cervidae, to have females do so), male reindeer drop their antlers at the beginning of winter, usually late November to mid December. Female reindeer retain their antlers till after they give birth in the spring.
Therefore, according to every historical rendition depicting Santa's reindeer, every single one of them, from Rudolf to Blitzen ... has to be a female.
*This ends my yearly reindeer rant. Now you should be good until saint patrick's day, when I rant about why 4 leaf clovers are not shamrocks... *