This paper uses variation in victimization probabilities and past victimization between individuals living in the same community to shed new light on the costs of crime. I use panel data from the Mexican Family Life Survey for 2002 and 2005 and look at the impact of within-community differences in victimization risk on changes in (avoidance) behavior and time-allocation. My results from fixed effects and instrumental variable estimations point towards a number of behavioral changes, including individuals arming themselves, with marked gender differences in the reactions of individuals. Crime victims also suffer from sleep deprivation indicating welfare losses.