Unless members of the family converted or married into RC faith no they will not - but the percentage of Jewish families that baptized their children after the first antisemitic laws were passed in Hungary in 1920. was quite high, I have seen many such baptism records of entire families in this e-archive. This is especially the case with families who had members who were in the military, who were doctors or civil servants and other government employees like railway workers.
Often this was done in secret and other family members may not even know/remember it took place, so it is worth looking into.
I will check for you the parish records as well as other available resources in this e-archive like school records or index of community names, and let you know about the location of archives of interest in Hungary for researching Jewish ancestry from this area.
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"Rodoslovlje" Serbian Genealogy Society
www.rodoslovlje.com