I'm playing a new character using maces and I see that some of the maces I find lower my chance of lowering enemy's dodge and hence hitting them. Is this just connected to the particular mace I've found or are all maces like that?
It's that particular mace. Once you get past the 2- and 3-star ones, you'll start seeing less of those drawbacks, and more bonuses. Unless they get cursed on an anvil.