Hexane, petroleum ether, and ligroin behave essentially the same in column chromatography. Pet. ether and ligroin are mixtures of hydrocarbons and are defined by boiling range.
Adding a more polar eluent might help. Something like acetone, ethyl ether, or ethyl acetate are the most common choices. It's not always obvious what compound will elute faster though. Generally, switching solvent systems won't affect the order that compounds will elute. If you can identify them by their color (which apparently you can) then you can tell which one elutes first, too.