Yes, all EM waves travel with same speed c$c$ only in vacuum. In other media, their velocity varies w.r.t their frequency. In
In an EM wave the teo characteristic properties are frequency an wavelength. Here, frequency can be considered a constant as is decided by the source producing the EM wave. On the other hand, the wavelength does npt remain constant and is susceptible to change when travelling between media. So, on the whole the frequency is constant whereas the wavelength changes. Now, the speed of an EM wave = frequency x$\times$ wavelength. From
From the above facts, we understand that when travelling between media, the wavelength changes and therefore the speed of EM wave also changes. Also thischangethis change is different for different frequency. So, different EM waves possess different velocity of propagation in different medium.