Yes, sexing tetras can be tricky as both males and females are relitivly the same size and shape!
One way is that the female will have a slightly more 'full' and rounded belly, whilst the males will remain the same size and shape throughout its life.
Usually sexing tetras is in the size of the fish and the anal fin. Female anal fins are usually more rounded and the females will have an obvious distention in their belly where they store the eggs. Males will often have a more pointed or lancet shaped anal fin.
This is of course a general sexing method and doesn't apply to all species. For neons and penguin tetras it would probably be the females being larger and more rounded.
Tetras are not difficult to sex if you know how to sex them.
"Hey dad! your bettas looked lonely so I put them in a tank together!"