This study investigated the importance of socioeconomic factors such as education, income, religion, family structure and residence in explaining the increased risk of mortality among vulnerable populations aged less than 20 years in Rio de Janeiro, Brazil. Data used were from the 1991 Brazilian Demographic Census and comprised 121,060 women aged 15–49 residing in Rio de Janeiro. Two alternative statistical methods were used to calculate the risk of death: the widely used Brass method (an indirect estimate which assesses population risks) and a case-control study (which assesses individual risks). The study also focused on the importance of indicators of human and social capital, the lack of which may explain the higher risk of death among children and adolescents. Lack of education was found to be a major determinant of mortality at young ages. Residence in a favela (shantytown), families in which mothers were the head of the family, and a lower median level of income were found to be significant determinants of mortality among vulnerable populations in Brazil. However, religion was not found to be as important a predictor of high mortality.