how to stop background app refreshing in iOS9

I'm using the latest version of iOS on iphone 5s (till the date of this post) and I want to stop apps like whatsapp and so from refreshing in the background but without stopping notifications of these apps so that I can get notifications ONLY when running these apps. When I go to the app settings in SETTINGS and disable ( Background App Refresh ) I still get notifications when someone msg me . Does that means the apps still working in the background ?