Abstract R/S analysis is used in this work to investigate the fractal correlations in terms of the Hurst exponent for the 1998–2011 seismicity data in Southern Mexico. This region is the most seismically active area in Mexico, where epicenters for severe earthquakes (e.g., September 19, 1985, M w = 8.1) causing extensive damage in highly populated areas have been located. By only considering the seismic events that meet the Gutenberg–Ritcher law completeness requirement ( b = 0.97, M GR = 3.6), we found time clustering for scales of about 100 and 135 events. In both cases, a cyclic behavior with dominant spectral components at about one cycle per year is revealed. It is argued that such a one-year cycle could be related to tidal effects in the Pacific coast. Interestingly, it is also found that high-magnitude events ( M w ≥ 6.0) are more likely to occur under increased interevent correlations with Hurst exponent values H > 0.65. This suggests that major earthquakes can occur when the tectonic stress accumulates in preferential directions. In contrast, the high-magnitude seismic risk is reduced when stresses are uniformly distributed in the tectonic shell. Such cointegration between correlations (i.e., Hurst exponent) and macroseismicity is confirmed for spatial variations of the Hurst exponent. In this way, we found that, using the Hurst exponent standpoint, the former presumed Michoacan and the Guerrero seismic gaps are the riskiest seismic zones. To test this empirical finding, two Southern Mexico local regions with large earthquakes were considered. These are the Atoyac de Alvarez, Guerrero ( M w = 6.3), and Union Hidalgo, Oaxaca ( M w = 6.6), events. In addition, we used the Loma Prieta, California, earthquake (October 17, 1989, M w = 6.9) to show that the high-magnitude earthquakes in the San Andreas Fault region can also be linked to the increments of determinism (quantified in terms of the Hurst exponent) displayed by the stochastic dynamics of the interevent period time series. The results revealed that the analysis of seismic activity by means of R/S analysis could provide further insights in the advent of major earthquakes.