This is, quite simply, just plain false and has been shown to be so in reliable studies.
Phoenix has a much lower crime rate because, while both states have reasonable firearms ownership and carry laws, the State of Arizona has some of the strongest firearms preemption laws in the country and citizens of Phoenix are for the most part free to defend themselves Citizens of Philadelphia are, by force of law, soft targets.
This despite the fact that the Federal Government has in the past armed the drug gangs here.