The WHO identifies high BMI, high blood pressure, and high fasting plasma glucose as chronic disease risk factors, whereas physical fitness is identified as a protective behavioral factor. This study responds to the rising interest in assessing metabolic factors and physical activity within young populations of Mestizo, Tarahumara, and Mennonite from Chihuahua Mexico, due to its strong relationship with disease development and low well-being. A cross-sectional study was conducted with 201 teenagers from rural towns in Northern Mexico, and relationships between physical fitness and cardio-metabolic risk related to anthropometric, glycolipid, and vascular function factors were assessed. ANOVA-tested differences among ethnic groups using physical fitness as a grouping variable and measures of cardio-metabolic risks were used as dependent variables. A stepwise regression analysis allowed us to identify the best predictors for physical fitness. Clinical risk factors were analyzed by ethnic group and sex. No differences were found among ethnic groups in physical fitness and cardio-metabolic health risks; sex differentiated higher health risks related to behavioral factors, since young women showed lower physical fitness across ethnicities. Clinically, the Mestizo sample showed higher numbers of individuals with one risk factor. Mennonites showed a high frequency of anthropometric and fitness health risks with low glycolipid and vascular risks. Tarahumara had fewer risk factors as compared with both Mestizo and Mennonite. Rural populations are harder to reach, both for health assessment and intervention; health professionals must work close to local community organizations to gain access.