From the NY Times on Nov. 19th, 2015. A pretty reputable source, I believe:
More Mexican Immigrants Leaving U.S. Than Entering, Report Finds
More immigrants from Mexico are leaving the United States than coming into the country, according to a report published Thursday by the Pew Research Center, a finding that indicates the end of the largest wave of immigration from a single country in American history.
The shift is the first time since immigration from Mexico began to rise in the 1970s that fewer Mexicans came into America than returned home, the Pew report found. The reversal is primarily the result of a steep drop in Mexicans coming into the country.
Using census data from the United States and Mexico, the Pew report found that from 2009 to 2014, slightly more than a million Mexicans and their families — including about 100,000 children younger than 5 who were American citizens born in the United States — returned to live in Mexico. In the same period, an estimated 870,000 Mexicans came here, resulting in an outflow of about 140,000.
Last year, the number of Mexicans caught crossing the border illegally — an imperfect but still widely used indicator of overall illegal crossings — dropped to 230,000, according to official figures, the lowest since 1971.
The end of the influx has led to a decline in the numbers of Mexican immigrants in the United States, Pew reported, to 11.7 million in 2014, down from a peak of 12.8 million in 2007. Most of the decline can be attributed to a drop in the number of Mexicans here illegally, to 5.6 million last year from an estimated 6.9 million in 2007. Mexicans are by far the largest nationality among undocumented immigrants.
Reviewing Mexican census data, Pew reported that most Mexicans left the United States “of their own accord,” with about six in 10 migrants who returned home saying they were reuniting with family members. About 6 percent said they had found jobs there. Another 14 percent said they had been deported. Ms. Gonzalez-Barrera said that figure might not reflect all Mexican residents expelled by the United States authorities, because many Mexican who are deported have said they crossed again illegally to return to families or jobs in the United States.