Mexico has never won the World Cup. However it's team did win the FIFA U-17 World Championship held in Peru in 2005 and were runners up in the first FIFA U-20 World Youth Championship held in Tunisia in 1977
Mexico have qualified for the FIFA World Cup finals 14 times in total. This is more than any other side from the CONCACAF Zone.
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Since the first soccer match between the US and Mexico was played on May 24, 1934, there have been 62 official matches between both teams (as of April 1, 2014). The statistics are as follows:
It is worth noting that whenever Mexico is the local player, it will most probably win (24 matches out of 27); if the US acts as the local, it would probably win (17 out of 35) but there is also a high probability of ending up in a tie (10 out of 35).