Fwiw, I feel safer in DF than I do in Washington, DC. At least in the parts of DF where tourists are likely to be, there tend to be lots of people around most of the time - on the streets, in restaurants/bars, on public transportation, etc.
Obviously, wandering through sketchy neighborhoods like Tepito, or driving around random places in rural Mexico, things may be different. But in the main tourist areas, with a modicum of common sense, I think the risk of bad things happening to you is pretty low.
The biggest risk in my opinion is the drivers.