Islam is still persecuting people of the wrong sect. ISIS who are predominantly Sunni muslims have murdered thousands of Shia muslims over the past 5 years. The Middle East is a hot bed of tension as The Sunni Saudi's and the Shiites of Iran are facing off against each other.
As for Christianity, persecution pretty much died off with the Inquisition in the 18th century.
Islamic fundamentalism is by far the biggest threat to the west. I agree, the far right are dangerous, but until they start driving lorries down pavements and blowing themselves up to kill as many people as possible. They are not the priority.