Belief is knowing what you believe. Conviction is knowing why you believe it.
Anyone with sincere religious beliefs cannot say that all religions are true. That is so illogical it is pathetic. All religion cannot be true because some of them are so diametrically opposed to each other.
Having convictions can be defined as being so thoroughly convinced that Christ and His Word are both objectively true and relationally meaningful that you act on your beliefs regardless of the consequences.