well I can only speak from an expat or visitor point of view. As is the case with anything, regional differences are going to exist and the experience could be very different from the perspective of someone that actually is Mexican. The only thing I can comment about it what it is like for someone that lives here but was not born here. As far as that is concerned, the overall nearly 100% consensus is that Mexico is a lot safer than a lot of western countries.
Personally, when I lived in USA there were certain parts of town, all towns that I'd ever been to, and even entire cities that I felt ill at ease in because of the amount of predators that were around - and this is coming from a guy that is over 6 feet tall and around 200 lbs.
I have never felt this way at any point during my visits to mexico. Nor have I ever felt that way anywhere in SE Asia.
RE: I want to talk about safety in Mexico as someone who lives in Asia