Orgasm Issue

I've been married to my husband for 2.5 years, and I've never had an orgasm when we've had sex. I have, though, had an orgasm when I use a vibrator and stimulate my clitoris. Is it a normal thing to not have an orgasm during sex but to have one with clitoral stimulation only? It's not a problem for me, I don't mind not having an orgasm when we have sex because I still have fun and get turned on when he climaxes, and I know I can orgasm with a vibrator if I want to. My husband is a little bothered by it because he sometimes doesn't feel adequate because he can't make me orgasm. I'm just wondering if anyone else is in the same boat and how their SO responds to it.