The hosts went ahead early on through a Neymar volley, who then set up Jo in injury time for the second.
But in between it was Mexico who played the better football, and who were unlucky to lose.
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Summer 2016 is set to be a very exciting time for football fans, as this is when the long awaited Euro 2016 tournament kicks off.
Since Guus Hiddink arrived at the helm, Chelsea have improved considerably after a tricky start to the campaign.