No.
However: many religions, including Christianity and Hinduism, have syncretistic streaks. In other words, they try to absorb the legends of other religions by portraying them as part of their own “true” religion. So I’m sure Christian missionaries, when encountering Hindus and their ideas about Vishnus avatars, tried to portray Jesus as an avatar. Similarly, Hindus believe that the Buddha is actually an avatar of Vishnu (hilariously though, they turn this idea on his head since according to Hinduism, Vishnu became Buddha in order to trick people into believing a false religion because heaven was getting overcrowded!)
In Islam, Jesus is portrayed as a Muslim and a follower of Allah. Really any religion or cult worth its salt is going to try to portray famous figures from other religions as somehow followers of its own.
@AstroChuck, the Bhagavad Gita is actually probably contemporaneous with the New Testament, plus or minus a few centuries. Also the earliest Hindu text (the Rg Veda) probably was composed about the same time as the earliest texts of the Old Testament, (plus or minus a few centuries too).