Animal personality, repeatable behaviour through time and across contexts, is ecologically and evolutionarily important as it can account for the exhibition of sub-optimal behaviours. Interspecific comparisons have been suggested as important for understanding the evolution of animal personality; however, these are seldom accomplished due, in part, to the lack of statistical tools for quantifying differences and similarities in behaviour between groups of individuals. We used nine species of closely-related coral reef fishes to investigate the usefulness of ecological community analyses for the analysis of between-species behavioural differences and behavioural heterogeneity. We first documented behavioural carryover across species by observing the fishes' behaviour and measuring their response to a threatening stimulus to quantify boldness. Bold fish spent more time away from the reef and fed more than shy fish. We then used ecological community analysis tools (canonical variate analysis, multi-response permutation procedure, and permutational analysis of multivariate dispersion) and identified four 'clusters' of behaviourally similar fishes, and found that the species differ in the behavioural variation expressed; some species are more behaviourally heterogeneous than others. We found that ecological community analysis tools are easily and fruitfully applied to comparative studies of personality and encourage their use by future studies.