I didn't feel unsafe at all. Of course, we were with the celebrity group, so it was a bus full of people in a tourist area in broad daylight. We weren't wandering the city ourselves at night or anything.
They have a "guard" with the group but I didn't think they were armed and noticed no weapon, but I didn't ask. We were told, and from their actions it seemed accurate that they were mainly there to make sure the group all got across the streets safely during crossings.
We were warned in one area that pick-pockets were coming and to wear our backpacks on the front in that specific area, but other than that, no issues, and it never felt or seemed unsafe.
Our guide repeated multiple times that where we were was completely safe "in the day", so perhaps night is a different story. He also pointed out a couple of blocks that we passed in the bus that he considered "shady", but seemed more like selling stolen goods more so than dangerous crimes.
If you are with the group, I wouldn't worry at all. If you plan to do stuff on your own, I would check into where you are going and when.
