Statement:
You will be safer in Mexico than in Colombia

In the Safest countries rating Mexico holds position #135 ²⁰²² out of 161 and Colombia is #141 out of 161 ²⁰²².
Position of Mexico is better than position of Colombia.
Colombia is an outsider of the "Safest countries" rating. It could be dangerous. So you need to take additional actions and not to be frivolous, compared to Mexico

Referencies:

1. Safest countries ²⁰²² by GLOBAL PEACE INDEX

   The countries in the rating sorted by 'Score' in ascending order.

   Colombia	'Score' value is	2.73
   Mexico	'Score' value is	2.61