Mongolia is about 5 times bigger than New Mexico.

New Mexico is approximately 314,310 sq km, while Mongolia is approximately 1,564,116 sq km, making Mongolia 398% larger than New Mexico. Meanwhile, the population of New Mexico is ~2.1 million people (1.2 million more people live in Mongolia).
Tip: This to-scale comparison of New Mexico vs. Mongolia uses the Mercator projection, which distorts the size of regions near the poles.