Volume levels

I currently have an iPhone 12 Mini, but this has really been an issue for every iPhone I've had. It must be user error... I'll be listening to a podcast at a non-ear-splitting volume, when someone will text me & it will be SO LOUD!! I can't seem to change the volume of the incoming text without also changing the volume of the podcast. Is there a way to do this that I just don't know about? More generally, can I change the volumes of different apps (podcast, music, text, e-mail, etc.) individually? Just going into that app & changing it doesn't seem to do the trick. Many thanks!

-Alicia