Actually, potential energy is defined as P.E = mgh
Where the height, h, is referenced to any arbitrary datum. So if you define the ground as your datum, then anything at ground level will have zero potential energy, no matter the mass.
Another example, an object below ground level (using ground level as the datum) would have negative potential energy.
So there are two ways a heavier body can have less potential energy than a lighter body.
If both bodies are above the datum or below, then your statement always holds true.