A contact module is provided for an electrical connector. The contact module includes a lead frame. The lead frame includes first and second differential pairs of terminals. Each of the terminals extends between a mating edge portion and a mounting edge portion. A first dielectric body surrounds at least a portion of the first differential pair of terminals. The first dielectric body includes a first dielectric constant. A second dielectric body surrounds at least a portion of the second differential pair of terminals. The second dielectric body includes a second dielectric constant that is different than the first dielectric constant of the first dielectric body.