Yes, but also what the listener is hearing (and what they remember). Example, many songs start with a repetitive, catchy riff, which is repeated throughout a song. Once a listener has heard it a few times, they will remember it, so the volume no longer needs to be "loud" to be heard (and can also distract from what you want to be heard, especially vocals). When mixing, moving the listeners focus logically is important, and things they have heard repeatedly become "ingrained" so even at lower volumes (or paused) the introduction of new material can occur seemlessly. Volume changes can be very subtle, but incredibly effective (i.e. -3dB is pretty substantial, but leaves "room" to be heard... plus "frequency masking" is a phenomenon where the loudest of things at the same frequency will "be heard").
Listen to something similar that you like and hear how they do it. Separation of material is most often done with panning/EQ/volume (the settings on a console strip), but volume alone can be incredibly effective (bear in mind that reverb is the "perception" of being far away, so be wary of using reverb on something which should have focus).
For some reason, as I typed this "Bad to the Bone" came to mind... very loud intro of a repetitive riff, then drum/another riff... when the singing starts, that riff is only done at the end of each line, and on a sax which is much quieter, but the audience "gets it." During the sax solo, the guitar volume is reduced dramatically, but still there and audible, but the sax has focus.
As Karyn mentioned, brass can get LOUD, so be conscious of the frequencies they are filling and if they need to be "that loud" to be effective.