Yes, kinda. To me even the hottest 357 load isn't unmanageable, but I shoot 44 magnum a lot. In 357, a 158 gr load will have a stronger felt recoil in the hand. A 125gr under the right powder will have less felt recoil, but a whole lot of flash and a very loud report.

Both can put down some serious energy on target, again with the right load. The 158gr bullet will have the edge on penetration.