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RIO GRANDE CITY, Texas—For decades, no Democratic presidential candidate had won Starr County with less than a 48-point margin. Local lore is that the last Republican who came close to winning a partisan race was a sheriff’s candidate gunned down in a saloon in 1907.

Yet last week, 8,224 Starr County residents voted for President Trump in a red wave that moved the South Texas county from Hillary Clinton’s 60-point margin in 2016 to a 5-point win for Democratic candidate Joe Biden, the largest swing to Mr. Trump of any county in the U.S. In nearby Zapata County, Mrs. Clinton won by 33 points in 2016. This year, Mr. Trump took it by 6 points.

Though Mr. Biden prevailed, the falloff of support in a historically loyal but socially conservative region signals trouble for a Democratic Party seeking to hold together a broad voter constituency. Many counties in this stretch of South Texas are more than 90% Hispanic and traditionally the state’s bluest—unlike Florida, where there are many more Republican-leaning Latinos. It is a place that Democrats counted on, and, according to residents here, didn’t understand enough to see what was coming.

Gilberto Hinojosa, chairman of the Texas Democratic Party and resident of the Rio Grande Valley, said the group was trying to figure out exactly what happened. What seems likely, he said, was that Democrats didn’t counter Republican messaging on three issues important to Latino voters: pandemic shutdowns, oil jobs and abortion.

Aside from Mexican heritage and Spanish surnames, much of the Rio Grande Valley has more demographic similarities with some Trump strongholds in white rural communities than the nation’s urban areas. Many South Texans live in communities with lower-income and lower-education rates. In Starr County, just over half of its 65,600 residents graduated high school, and the unemployment rate of 18.5% is the highest in Texas. The region is ethnically homogenous, rural in parts, deeply religious, intensely patriotic, socially conservative and hurting economically.