Sitting in fortable chair in a warm home makes it easy to forget how close religious persecution really is. The twentieth century saw the most martyrs in recorded history, and the twenty-first century is off to a bloody beginning. As I write this, the world mourns the deaths of 21 Coptic Christians in Libya at the hands of the Islamic State group.

The remarkable writer Flannery O’Connor once said in a personal correspondence, “What people don’t realize is how much religion costs. They think faith is a big electric blanket, when of course it is the cross. It is much harder to believe than not to believe.” Unfortunately, far too many in our world today know exactly how much faith costs. From the current persecution of Jews in Europe, to the slaughter of Christians by Islamic terrorists, to those who struggle to bring faith to nations with dangerous regimes, our world is sadly skewed against people of faith.

This is nothing new. Jesus said, “If the world hates you, realize that it hated me first. If you belonged to the world, the world would love its own; but because you do not belong to the world, and I have chosen you out of the world, the world hates you” (John 15:18-19). The world hates you. Hates you. Because you believe. That should shake any believer to the core of their being.

Good people are persecuted because they stand up for the truth; they hold fast to it and refuse to be swayed, even in the face of persecution, violence, and imminent death. The best of these people we call “martyrs.”

This is the part where I am supposed to say something pastoral and uplifting and consoling. I cannot do that. Our God calls us to steadfast faith in the face of evil. Dietrich Bonhoeffer, the German Lutheran pastor who lost his life to the Nazis, drew a sharp line between “cheap” grace and “costly” grace. His thoughts are worthy of pondering:

Cheap grace is grace without discipleship, grace without the cross, grace without Jesus Christ, living and incarnate. Costly grace is the gospel which must be sought again and again, the gift which must be asked for, the door at which a man must knock. Such grace is costly because it calls us to follow, and it is grace because it calls us to follow Jesus Christ. It is costly because it costs a man his life, and it is grace because it gives a man the only true life.

For people of good faith who strive to serve God every day, the idea of cheap grace is an anathema. We want “real” grace. Most of us have had a taste of what Bonhoeffer is talking about here: We have clung to our faith through illness, family tragedy, unemployment, and other times of hardship. We have been driven to our knees, time and time again, asking for God’s mercy and grace. Yet, most of us still do not know the true cost.

Faith offers us no electric blankets and no cheap grace. We who believe hold steadfast in courage and hope in eternal life. This should not alarm us, but rather stir up courage within us. This should not cause us to cower in fear, but rather embolden us with fortitude. We who believe hold steadfast in courage and hope in eternal life.

Rev. Robert A. Sirico is president of the Acton Institute for the Study of Religion and Liberty in Grand Rapids, Michigan.