There are several assumptions that we must do in order to answer this question.
First of all, we must assume that both functions grow to infinity. In fact, if [tex] f(x) \to l_f [/tex] and [tex] g(x) \to l_g [/tex] with [tex] l_f,l_g < \infty [/tex], you simply have
[tex] \displaystyle \lim_{x \to \infty} \dfrac{g(x)}{f(x)} = \dfrac{l_g}{l_f} [/tex]
Secondly, we must assume that [tex] g(x) [/tex] grows asymptotically slower than [tex] f(x) [/tex]. Otherwise, you might choose
[tex] g(x) = x,\ f(x) = x+1 \implies g(x) < f(x) \forall x [/tex]
but you would have
[tex] \displaystyle \lim_{x \to \infty} \dfrac{g(x)}{f(x)} = 1 [/tex]
If instead [tex] g(x) [/tex] is asymptotically slower than [tex] f(x) [/tex], by definition of being asymptotically slower you have
[tex] \displaystyle \lim_{x \to \infty} \dfrac{g(x)}{f(x)} = 0 [/tex]