In terms of domestic policy, Mexico takes an active role in economic management in a vein comparable to the U.S. economic policy management. One aim of Mexico's policy is to continue to attract foreign investment through controlling inflation, broadening the tax base through increased jobs and increased labor market, and keep down the national debt through government budget cuts. Conversely, Brazil's domestic economic policy has focused on social infrastructure improvements in combination with addressing an extreme level of international debt.
The defining factor that separates these two countries is the fact that Mexico shares a border with the US and is therefore used as a major transit point for drugs as they work their way up into the US. This has meant that crime and drug cartels have shaped modern day Mexico far more than we can see in Brazil.
Brazil seems to be relatively at peace at the present time. Its military does not seem to be as massive and literally forceful a presence in the life of Brazil as is the military of Mexico a presence in Mexican society, which seems to be having troubles coping with the drug cartels that create so much violence within the country.
At the moment, at least, Brazil is more of a leftist country than Mexico is. The current president of Mexico is from the conservative PAN party whereas the leader of Brazil is a more leftist person, the protege of Lula. Therefore, Mexico has tended recently to have more pro-business policies than those of Brazil.