Using MIDUS data, I estimated OLS regression models with Big 5 personality traits as dependent variables and self-esteem and whether or not the respondent is an Episcopalian as predictors (sample = 3,915--93 Episcopalians):
Standardized OLS regression coefficients
Open to experience
In spite of being an elite religious group, Episcopalians do not differ from others except that they are a little bit more open to experience.
The more interesting finding, perhaps, is that self-esteem is strongly related to all five traits. It is positively associated with desirable traits and inversely related to negative emotionality. People who have more esteem for themselves rate their traits more highly across the board. The correlation between agreeableness and self-esteem is weaker than the others perhaps because, while agreeableness is considered to be a good trait, it also suggests the person is a "yes-man."