Though Religion in English and Dharma in Sanskrit, generally means the same. Like Hindu, Muslim, Christian, Buddhism, etc. are different religion or dharma. But if we dig deep they are different in their exact meaning. Generally Religion means a sect or clan based on the belief of some group of people. Dharma means properties or nature of anything. Here we will discuss keeping Dharma in focus.
Dharma is evolved from element "Dhri", i.e. "to hold" or "to preserve". Dharma means compassion to 'Jiva' (living creatures); anything that protects / preserve / brings salvation / stabilizes (Sthiti) 'Jiva', is compassion. The restless movement of Prana when brought to calmness is called 'Sthiti' (stabilization or equilibrium), this is Dharma; and not to observe or rear this equilibrium is 'Adharma' (not-dharma). What helps to couple with many to one and one to many, what helps in the union of absolute calmness to infinite and death to immortal nectar (Amrita) is referred as Dharma. Above all the actual Dharma is something by which a body gets its nourishment - the element "Dhri". So what are the means of getting nourishment of a body. You may say, human consume all types of food, herbivorous animal lives on plants, carnivorous on other animals, etc are the sources of nourishment for living creatures. So it seems that the way to get nourishment for different living being is different. But Dharma or the properties of any living being is same and cannot be different. Hence if we exclude the food, plants and flesh of animals, what will be left off that nourishes? Nothing but 'Prana Karma' (breathing in general). If the breathing is not there other source of nourishment is useless. Hence Dharma of all living being is 'Prana Karma'. This 'Prana Karma' flows through in all living being in this Universe. So Dharma cannot be different and is absolutely same at any time and space.