My brother's a redhead, and he married a redhead. Their first child (now almost 13), a redhead. They had twins 6 years ago -- guess what? Well, blond right now, so we'll have to see.
Have a redheaded cousin, too. And tho I'm not at all related (adopted), my beard was always red (before the grey), even tho everything else was/is dark brown...
So no... red can turn grey, trust me...