Google reveals a lot of sources saying that property crime in Sweden is higher than in US (and has been higher for last 20 years). I can't find anything on violent crime, though.
OTOH, Swedes feel the safest of any country in Europe walking a street at night:
http://www.nationmaster.com/graph-T/cri_per_of_saf_wal_in_dar
perhaps it's the case that violent crime is concentrated geographically or in some other way?
One thing that surprised me looking at those stats: in some respects Sweden may be a rather corrupt society by European standards:
http://www.nationmaster.com/graph-T/cri_bri_pay_ind