Everything comes to those who wait...
One thing to bear in mind is that the fighter's damage will literally double next level, when they get Extra Attack.
Right now they don't have any explicit damage features that would compete with the Rogue's sneak attack, other than arguably using their Action Surge to attack twice in precisely one round between rests. But at level 5 they'll be able to make two attacks with big weapons every round (adding their ability modifier to each), whereas the Rogue's damage won't go up.
Assuming they're using a Greatsword, have the Great Weapon Fighting style and pumped their Strength to 18 at level 4; then they're doing 4d6+8* every round (assuming both attacks hit, as we did for the Rogue). By comparison the rogue gets 4d6+1d4+4 if they have Advantage/adjacent allies, otherwise it's a paltry 1d6+1d4+4 (whereas the Fighter's damage doesn't fall in this case). In terms of average damage, it's 24.6 for the Fighter vs 20.5 for the Rogue.
In this sense, sometimes characters have different "hot spots" at different levels (indeed the Rogue could start to feel jealous of a Fighter who can beat their best-case damage and absolutely destroy their worst-case damage...). I wouldn't consider this a problem overall, especially if people are aware that their turn will come.
*with the reroll from their fighting style making these more like "d7"s in terms of average damage
The Fighter's focus may be wrong
Part of the problem though might be that the Fighter is not built for damage (using a shortbow sounds weird, especially if they then choose to go into melee - so they're either using lower-damage Finesse weapons, or they're splitting their stats across Str and Dex). If the Fighter is focusing on sturdiness that is a perfectly sensible role - but they shouldn't compare themselves against a "glass cannon" Rogue in that case!
If this is what's happening here, it may be worth pointing out the situations where they take a hit that would down the Rogue, where they make a Con save that the Rogue would have failed, etc. Depending on the player and your group's approach to the meta you might just be able to compare their literal stats; or you might need to highlight these situations during play (and hopefully you can get the Rogue involved to emphasise these situations too).
But maybe they need a little help
Alternatively it's very possible that the Fighter is poorly optimised/played, and isn't at their best in any situation. In such a case, sitting down and explaining mechanics with the player (allowing them to make some build changes as needed) would be the best outcome in my opinion. You wouldn't have to set up encounters to disadvantage the Rogue, the Fighter would see their damage go up, and everyone's happy.
If it helps, what I'd say is that if they want to do damage, they need to be wielding a big two-handed weapon in melee (and choose the appropriate fighting style). If they say they want a shield (or the Defense fighting style), highlight that this is a trade-off that will increase their AC at the expense of damage. If they want to go ranged, highlight that similarly this will drop their die from a d12/2d6 to a d8, in exchange for more survivability/ease of targeting. If they're choosing a Short race, then they're giving up access to all the big weapons and again this is dropping their damage in exchange for whatever they think they're getting from that race.
Then I'd highlight the importance of the primary stat (i.e. Strength) for increasing chance to hit and damage; if they didn't start with a +3 at first level and increase it to a +4 at 4th, this is once again a trade-off where they've chosen to increase something else at the expense of doing damage.
Finally there might be some cost-free choices to make, e.g. pointing out that they can (if they're sticking with range attacks) use a longbow instead
of a shortbow. If they're never using their Action Surge (or saving it "for emergencies"), remind them that they can use it to double their damage in one round; over the course of the day it's not much, but when the evil sorcerer is left just about standing after the Fighter's action, being able to strike again and take them down - doing that damage when it matters - is priceless.
(If they're still happy to explicitly accept the initial trade-offs, then hopefully they'll accept lower damage as par for the course and understand why it's much lower than it could be. As I said in the second section, it's definitely not wrong to want to play like this, as long as they understand they can't do top-tier damage and e.g. wear a shield.)