My son-in-law is a Marine and Proud of it, so am I proud of him being a Marine
I am proud of being saved! And if I were not saved, I'd be ashamed of myself! (unless God had turned me over to my own reprobate self, then I'd have no shame!)
I am proud of being a person who disciples others!
However, I would have absolutely nothing to be proud of if it were not for Christ my Savior! His grace gives us what we need to be proud, and not be in sin in the situation! There are certain things to be proud of! Really Proud Of! I am!