"Why have males and females?" is a question that often strikes people as surprising, because we humans are so used to having two separate sexes. It doesn't always have to be that way, however. In fact, in many species, the male and female reproductive roles are combined in the same individual! These organisms are called hermaphrodites, and if you take a moment to look out the window, you can see that they're just about everywhere.
Most trees are hermaphrodites, containing both male and female functions in the same individual. Each individual apple tree, for example, makes both ovules and pollen. Its pollen is carried to other apple trees to fertilize their ovules while it awaits pollen from other trees to fertilize its own ovules. In the end, all the apple trees produce fruit.
The same is true for most of the fruits you encounter in the orchard or the fruit section of your local supermarket, but not for all of them. Persimmon trees, for example, have distinct sexes. Some persimmon trees are male and make just pollen; others are female and make just the ovules that become the persimmons you buy at the store.
Evolutionary biologists are still trying to figure out the exact mechanisms that led to the evolution of separate sexes. A good place to start is to imagine that increased specialization toward one sex or the other resulted in increased efficiency:
I A hermaphrodite has to produce both types of sexual organs, whereas a single-sex individual needs to produce only one set of reproductive organs and can devote the saved resources to additional reproduction.
I A single-sex individual can specialize in one particular task, such as finding resources to produce eggs, whereas the other sex can specialize in finding mates.
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