Note the difference between "compliment" and "complement", and the associated "complimentary" and "complementary". If you don't already know the difference, take some time to study them.
It isn't wrong, but it doesn't tell the reader very much (neither does the original sentence) and complementary is likely to be misunderstood as complimentary.In India, most political parties are corrupt. These parties complement one another.
Is it wrong to say "they are complementary to each other"?