When you first start the game, the first two level-ups, I believe, Hero and Yangus get at the same time, but Yangus then starts leveling up before Hero for a little while. However, after Jessica and Angelo join your party and you continue going up in levels, I noticed that compared to Yangus and Angelo, Hero requires the least amount of experience to the next level while Jessica requires the most amount of experience to the next level. Yangus and Angelo, I'm not sure, but I think they require the same amount of experience to the next level after leveling up if they're of the same level. Why is this?
I have no clue however maybe it is because Hero is of course the main character of the game so he is automatically the jack of all stats. This of course is shown as him leveling up faster than everyone else. Yangus levels up faster in the beginning probably because he starts off with less skils than Hero. He makes up for this by leveling up faster and earning more skill points for the characters. As for Jessica leveling up slower than everyone else your guess is as good as mine.