This depends on what you hope to get out of your study?
In martial arts you may want to learn how to fight, or defend yourself.. you will probably learn this well given a number of different schools... you may want to learn inner-peace or dicipline, and a number of schools will give this to you as well.
If you want inner-peace and tranquility, and your particular religion gives that to you, all is well, and I hope you can continue bringing that peace to others.
But to adopt a religion as actually giving you information about how the universe was created, who is responsible for it, and/or whether man has been created as in doctrine or evolved from more primative life seems impossible. You can believe what you like, but you must also simultaneously accept that your version of the truth is completely subjective and holds nothing above other versions.