If you're going to limit it that way, sure. If you're going to look at all of the states, then blue states tend to have less inequality.
Though I also think that overall living standards are more important than any one thing. Being poor in a state that has generous social programs isn't as bad as being in a state that doesn't.
https://www.homesnacks.net/these-are-the-10-best-states-to-live-in-america-123067/
So that's incorrect. The Left vs Right divide goes back to the French Revolution. The Left wanted Democracy and a redistribution of power spread more evenly. The Right wanted power to remain in the hands of the Aristocracy. When it became clear that Democracy was the new law of the land, the Right decided that they could use Capitalism and Christianity to keep power in a hierarchical structure. The Right is not about free markets, it's about strict hierarchy. From Edmund Burke to Ayn Rand to Jordan Peterson, it's always about hierarchy.
This is why the Right has been opposed to any social movement that redistributes wealth and power in any way. It's also why government grows bigger under Republicans. It's not about small government, never was.
So with all that being said, a country like Saudi Arabia is right-wing, both in terms of culture and economics. A country like Switzerland is left-wing.
Notice how the most culturally liberal countries also just happen to have smaller government.