Sure, and all cities of all sizes have crime hotspots, but even the rich transplant epicenter, Roma, has a crime rate of about 8 per 100 [1]. That’s well above the SF average, which itself is skewed by a few high-crime outliers like the Tenderloin.
The same is true with San Francisco, even if it isn’t as big. We could cherry pick compare the best neighborhood of Mexico City against the worst neighborhood of SF to falsify a claim that Mexico City is safer than San Francisco.
[1]: https://hoyodecrimen.com/en/sectores-map/