This is not necessarily true. Actual Damage = Raw Damage * Precision, with range being part of the precision element not just in terms of optimal + falloff, but also in the sense that if you try to keep the enemy in range, then shorter range = higher traversal = lower precision. As such, damage modeling (eg. in Pyfa) would indicate that slightly longer range short-range crystals (eg. Ultraviolet) would inflict more damage against smaller/faster targets than the shortest range ammo. This is particularly important in PVE since most sites are predominantly small/fast rats.
OP is a self-proclaimed newbie, so he might not be ready to learn the art of fitting and damage modeling and I won’t go into that here; I just wanted to make him aware that greater raw damage doesn’t always correspond to greater actual damage. This is especially true for missiles: because of precision mechanics, Larger missiles often inflict less actual damage than smaller missiles (eg. in many cases, rockets inflict more actual DPS than XL Torpedoes), and T2 Rage/Fury missiles almost always inflict less damage than Non-Faction T1 missiles in typical use scenarios.