Rye breads of all rye flour will not rise very much with out special treatment. That's many rye bread recipes use goodly quantities of wheat flour. When a light and more risen pure rye bread is needed, alternatives to standard yeast are used that involve creating a more acid dough for chemical reasons not worth going into here.
To make pure rye bread, you don't have a lot of practical home options if you want it to rise significantly. The common approach is to use a sourdough starter as leaven and preferment a rather large quantity of dough overnight. The acid production will alter the chemistry to inactivate the element that inhibits rising. You use sourdough starter because regular yeast suffers in this environment.
But you get rye flavor and rood rising by combining wheat flour. Two parts wheat to one part rye, and you can usually get away with half and half, but it doesn't add that much more rye flavor, and you give up a lot of gluten needed to rise a yeast bread.
Part of the difficulty of answering is not knowing the recipe(s) you tried and not knowing the details of how you handled the process and things like the conditions of proofing, kneading, etc, or how much bread making you've done. If you're already trying a more or less normal recipe with more wheat than rye, consider a period of letting the dough sit for 20 to 30 minutes before kneading. This is a period of autolyzing in which the dough becomes more ready to form strong gluten structures during kneading. If the kitchen is cold, provide a better environment for rising. You can just turn your oven on for one minute and then turn it off. That generally creates about the right temperature. You might also take care that you're not using too much salt. Salt inhibits yeast growth. We normally want some inhibition, but too much salt can be harmful, especially in a rye dough.
But, no. If you're going for a yeast bread that is substantially rye, it won't rise as much as wheat breads. And, as always when experiencing rising problems, test the yeast. Just because it's a new packet doesn't mean it's good.
"Kitchen duty is awarded only to those of manifest excellence..." - The Master, Dogen