The film would be my first guess. What brand is it?
Stan
Visual Arts Photography

Are you looking at the developed negatives or the prints?  If you're
looking at the prints then how do the negatives look?  Perhaps they're
underexposed and the lab is having to use long exposures to make the
prints.  Underexposed negatives make grainy prints.

Also, what is the camera's meter telling you when you take the shots?

Under exposure reveals grain.  from your suggested exposure info and vague
experience I'd say you are underexposing three stops.

secondly, I'll bet you are sending the film to a consumer lab (and the film
drop at the 'professional camera store does not count as a pro lab, sorry)
and they typically average the exposure of the neg, now most concert images
have a few small areas of subject brightly lighted surrounded by a lot of
black nothing.  well the lab's auto printer is printing to get that black
into a medium gray and since there is nothing but film base there you get
all that hidden grain.

choose a couple images that have promise and pay for a reprint asking them
to print them darker and see if that helps.

while the stage seems brightly lighted, don't forget that you are surrounded
by dark, the stage is really about as bright as a typical office, that would
get you 1/15th at f/2 typically at iso 400. (IIRC)     see if you can get
close to the stage and zoom in on something well lighted, then lock that
expo in.   find a mezzinine view and brace your camera on a rail with a
small sand/bean bag.

use npz 800 film, use 1/60 or faster and buy a real (nikon, canon etc) 2.8
lens.

cocnerts can be tricky, you might as well start out with the right equipment
and film.