In an echo of the election results in Turkey, the President's party in Mexico, the PRI, also lost seats in the lower house of Congress in Sunday's election. See a Reuters story for details.
The election was viewed as a referendum on the performance of the Pena Nieto administration, a referendum he did not win. The big issues were corruption and drug gang warfare.
The PRI is notoriously corrupt, it has been for much of its 70+ year history. I can't think Mexicans are in any way surprised. Disappointed for sure, and voting accordingly is more like it.