That conclusion is being extrapolated from Texas where illegal immigrants have a higher crime rate than 81% of the population. You can factually say illegal immigrants make up ~6.4 percent of the Texas population while only making up ~5.4 percent of all homicide convictions, but this is only true because there is a demographic that constitutes ~12% of the population but accounts for ~38% of the homicides. I also don't think anything that devalues low skill wages helps young native born guys into options other than getting involved in criminal activity. My point is that pretending one problem doesn't exist, because another is worse, is politically motivated dishonesty. If the people who are calling out Trump for his distortion of the problem want to be credible, they should not resort to distortions themselves.
Even using crime rate as a the main talking point is an obfuscation, because illegal immigration certainly increases crime in absolute terms. For example, every murder committed by an illegal immigrant is a murder that would not have happened if there was not illegal immigration. It makes no difference to the family and friends of the victim if there are other demographics who commit more murders. We already have our own native-born criminals, we don't need more. The low relative crime rate among legal immigrants indicates that the ability to institute some degree of screening across the board would be a good thing.
That said, a wall, as many people might imagine it, isn't really the best approach, in my opinion. Trump praises Israel's "wall" along the Negev border that has been very near 100% effective. It isn't actually a wall.