Well, I would say there is also an important relationship between "percentage of foreign-born residents" and the size of the country's population.
It's very easy for Austria, small, next door to big ethnicity-and-language-and-EU-sharing Germany to have a large foreign-born population. Same really for Switzerland, with it's major population centers next to porous national borders. Likewise, Belgium.
Australia and New Zealand (and to some degree, Canada) get points for distance, but they do have relatively small populations compared with the US.
Or think about this: what percentage of the population of Texas was born outside of Texas?