If you have an AWD system with fully open differentials all the way around, yes. But many of them (most of the modern ones?) are more advanced than that, with a limited slip differential, at least for the center diff. And pretty much all the modern ones, as far as I know of, can do tricks like automatically applying brakes on the slipping wheel to direct more torque to the other three.

A decent AWD system definitely will get you through more stuff than simple 2WD. Not as good as true 4WD in some situations, but AWD can still be very useful offroad.