My opinion, worth what you paid for it (
), is that any self defense round that will penetrate enough in a human attacker to stop them will likely penetrate through building materials.
If you're concerned about overpenetration through building materials, as we all should be, your best bet is to try and minimize the risk by establishing potential lines of fire and placing backstops where possible. For example, a bookcase filled with books can be placed strategically to act as a backstop.
Additionally, layering security around your home can help slow an attacker's progress and give you time to get into a better position with better lines of fire, as well as call 911. And you don't have to spend a lot of money to improve your home security.
Finally, work out a response plan and practice it periodically.
Just my opinion.