One of the big drivers of fear in the US is the basic feeling that life is harder than it used to be. The implicit guarantee from society that if you finished school and worked hard you would have a good life is broken. Trump has tapped into this feeling, with unexpected success.
In reality, we have met the enemy, and them is us. The US's major problems are internal, not external. The US's economic problems are mostly because we haven't figured out what to do about automation. What are average people with an average high school education going to do? That's the big problem.
As for threats, terrorism is down in the noise of routine shootings. ISIS can hurt us a little now and then, but no way could they invade the US and take over. Militant Islam will continue to be a headache worldwide, but most of the strongly Islamic states are failed states. Syria, Lebanon, Iraq, Egypt - all were once strong states able to project power, and now they can't.
Climate change is more of a threat outside the US than to the US directly. The US isn't going to get unlivable temperatures like parts of the Middle East. Rising temperatures mean agriculture moves north, and the US has lots of underutilized north. Most of the US is above the levels affected by sea level rise. (Except Florida. Florida has a big problem. Miami already has to pump out their city regularly.)
Nuclear weapons proliferation is a worry, yet one that doesn't show up much politically. North Korea has nuclear weapons, at least medium-range ballistic missiles, and a dictator with the power to use them. It's getting too easy to make nuclear weapons. After all, the technology is 70 years old now.
China is the next superpower, and nobody knows what they'll do. Probably nothing really foolish. Their leadership is not stupid.
Are we really living in an age of fear, or is that a feeling people in the media get from listening to their own output too much?