Hello. According to the data from
this poster on ATK's LE website, the 125 gr. GDHP isn't as robust an expander as the 135 gr. SB bullet when fired through intermediate barriers but should still penetrate and expand reasonably well when those conditions aren't present. It should be noted that while the data from the poster is for their .357 Magnum loading, it also uses the same exact bullet as the .38 Special +P version.
However, there's nothing wrong with using what "feels" the best for you even when your preferred round is unavailable, and having a round that shoots well from your particular 642 is just as much of an asset as a more modern design that is more likely to expand through intermediate barriers. In other words, you could've done a lot worse so don't worry and use your preferred round when it's available.