The objective of this study was to evaluate genotype × environment interaction (G×E) between Canada, the United States and Mexico for fertility and milk yield traits using genetic correlations between countries estimated from genetic evaluations of sires. Genetic correlation between Mexican and Canadian Holsteins for age at first calving was ≤ 0.48 and lower than the simulated value obtained accounting for data structure and selection effects. For calving interval, genetic correlation between Mexico and Canada ranged from 0.48 to 0.69. Genetic correlation between calving interval in Mexico (multiplied by -1) and daughter pregnancy rate in the United States ranged from 0.64 to 0.73, and was lower than simulated and actual Canada-United States values. Genetic correlations between Mexico and Canada and the United States for milk yield traits were ≥ 0.83, similar to simulated genetic correlations, but lower than Canada-United States values (≥ 0.93). Heritability estimates for age at first calving, calving interval, milk yield, fat yield, protein yield, fat content, and protein content for the Mexican Holstein population were 0.06, 0.03, 0.18, 0.20, 0.19, 0.46, and 0.49, respectively. G×E interaction effects between Canada and Mexico for age at first calving were high, whereas G×E interaction effects between Canada and Mexico for calving interval and between daughter pregnancy rate in the United States and calving interval in Mexico were moderate. G×E interaction effects for milk yield traits between Canada or the United States with Mexico in registered Holsteins were low.