According to Alaska Dept of Fish and Game 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 until after they give birth in the spring. Therefore, according to every historical rendition depicting Santa's reindeer, every single one of them, from Rudolph to Blitzen . . . had to be a girl.
Though it is not Impossible that male reindeer could keep their antlers throughout the winter.....just highly unlikely.