They just didn't know one of their ancestors was living proof.
The family recently discovered their great uncle, William Freeman Margarson, was saved from possible death in the First World War thanks to the Holy Bible his wife, Mirrie, had given to him for safe keeping in his breast pocket.
When Margarson was shot in the heart in 1916, the enemy bullet lodged in part of Mirrie's inscription that read "To dear Freeman, from your wife, Mirrie."
Earlier this month, the wrinkled canvas Bible arrived back in Winnipeg after residing with descendants of another First World War veteran for more than 80 years.
It is now on display at the Royal Winnipeg Rifles Regimental Museum at the Minto Barracks on St. Matthews Avenue.
"The interesting thing is I heard the story when I was a kid going to church and I had no idea it was my relative," Shaw said.
"He was shot in the heart but the bullet did not penetrate his heart because of the Bible."
Manitoba Genealogical Society's Jim Rutherford started digging into Margarson's history after Sam Katz's office sent him a request.
Last October, the mayor's office had been contacted by Chris Woodward, a resident of York, England, who had been handed the Bible from his grandfather.
Written on the Bible was the address 501 Polson Ave., Winnipeg, and Woodward thought it best that the book make its way home to Canada.
Rutherford started looking through military and family records and uncovered that Margarson had passed along the Bible to his brother, John, for good luck in 1916.
Unfortunately, John was shot and killed during the war shortly thereafter.
Shaw said it's believed John told a British soldier to ensure the Bible return to the family in Winnipeg.
"As he lay dying he gave this Bible to someone else with the idea to try and get it back to Winnipeg," Shaw said.
Since Margarson's descendants are spread across Manitoba and parts of the U.S., Shaw said the family decided to donate the artifact to a local military museum.
Relatives gathered at the Manitoba Genealogical Society's office recently to celebrate the story and the fact that the original bullet is still lodged in the bible.
Rutherford said seeing relatives come together as a result of genealogical research is part of the reason he's devoted to helping families dig up their roots.
"We do research for people all around the world all the time," he said. "I love it."
Shaw and his family snapped pictures of the Bible in amazement that the legend is actually true and part of their own history.
"It's a story about history and love and God's protection for us," Shaw said. "I know it'll be well taken care of."