Not always the case. It largely depends on the type of film and it's construction as some professional 400 ISO films have a finer grain structure than consumer 200 ISO film for example. However as a general guideline yes increase the ISO rating of a film and it will become grainier.
Also note that the often quoted RMS granularity figure can be somewhat misleading as it doesn't take in to effect the appearance of the grain structure for example, shape, visual and psychological effects of grain etc.
