Well I would have to say yes. I have the full Klim set up boots to helmet.
Anyway I wear an xL pretty much with everything. I bot the fleece to go under the parka in an XL but the parka is a XXL,
Pants were pretty close to normal. Now I'd have to say it's better to be a bit loose than a bit tight, you'll stay warmer and have less restriction.
m8man