No. The EPA test shows better for city; however, unless you are driving without stoplights, you should be able to get better mileage on the highway.

I track my mileage on a spreadsheet. Highway driving, I get between 42 and 50 mpg depending on conditions (how flat it is, traffic, etc.) While I can get better than 40 mpg on occasion in the city, on the average I get 33 to 36 mpg. The exception is when I just get off the freeway, the car is well warmed up and I don't hit a lot of lights, then I can for a while get 40+ mpg.

For those who drive with few lights and rural areas, I'm sure the picture is different.