The context is insufficient, but provided you mean "faith" as in "religious faith (Christianity or Islam)", "de rättrogna" is the right word. I have not heard "rättrogna" used for or by people of other religious faiths. Judaism is less concentrated on the faith aspect and more concentrated on right livelihood. Faith is not the central element of Hinduism or Buddhism either.

A person who believes in God would be described as "troende" (neutral or positive meaning), so if this meaning is what you're searching for, use "de troende". Perhaps this could be back-rendered in English as "people of (a religious) faith".

Another word is "religiös", which as an attribute pertaining to people tends to be used mostly when describing fervent believers or people who dedicate a large portion of their life to religion. Most Swedish people are highly secularized, so for them, this word does not represent something positive.
I am not sure if it would be used by strong believers themselves - my hunch (which may be wrong) is they would prefer the words "kristen" or "god kristen" for Christians, and "muslim" or "god muslim" for Muslims instead.

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