I did my undergrad at Fordham! The area immediately around the school is not the safest once the sun goes down (and sometimes even in broad daylight). The safest street to live on is Arthur Avenue (though I would not recommend living further down than 188th street simply because walking alone at night can get a little scary). Like any other neighborhood in the world, you have to be smart when you're out in public. Don't have your phone or wallet out, try not to walk alone at night and just be aware of your surroundings.
I lived on campus in the Bronx for four years and lived off campus on Arthur Avenue for one summer. Throughout my years I did a LOT of commuting (alone) around the Bronx, Harlem and Manhattan and have never been mugged, had my belongings stolen or had my home broken into (though I know people who have had these things happen to them).
As previously mentioned, Throgs Neck is also a good area to live in however I am not sure how easy it is to travel to campus from that area
Feel free to message me if you have any questions!