I only read the manga, so this may be less pronounced in the anime, but...
Out of the Vongola Guardians we have:
Lambo - Italian, and the weakest of the guardians. Of course, he is 5, but even at 15 he is still not as strong as the other guardians. It is only at 25 years old that he is able to defeat Levi in the Ring Battles. (This may change in the current arc but I haven't seen him actually fight yet)
Gokudera - Italian, and quickly developing into a joke. He is my favorite character, but from what I've seen he's really a terrible fighter compared to nearly every other guardian. He fights Chikusa, and loses; Bel, and loses; Gamma, and first loses then draws; and in the past few chapters of the manga he hasn't even had the chance to start fighting before he is beaten.
Ryohei - Japanese, but uses a Western fighting style. He has not had as much attention paid to him as the other guardians but appears quietly competant, winning his fight against Lussaria in the battle with the Varia, helping Gokudera in his fight against Gamma (he gets knocked out, but it really isn't his battle so I don't count it against his record), and impressing Colonello with his ability.
Yamamoto - Japanese, uses a traditional Japanese weapon. He wins nearly every fight, continually gets more impressive and overcomes his limitations, and is Reborn's special protege.
Hibari - Japanese, uses a traditional Japanese weapon. He is often called the strongest of the Guardians, and well, he's Hibari. Need I say more?
Chrome/Mukuro - Italian, introduced as a villian and defeated. Chrome is difficult to place here, as she often appears only as a vessel for Mukuro, but I believe that her weakness and inability to cope without Mukuro (really hoping that changes, but given the way that Mukuro has reappeared I'm not entirely certain it will) I think that she also illustrates my point.
Any thoughts?