Case in point: 44Mag, carbine loads.
Here in Indiana we cannot use high powered rifles for deer hunting. The 44Mag has been the mainstay in a carbine as well as all of the Contender/Encore rifle caliber handguns, for deer.
I was the only handloader amongst several friends that were deer hunters. Guess what? Yeah, they wanted me to load their 44Mag rifle for them for deer hunting, so I did.
When we first started; I bought new primed cases, I got them from Pat's Reloading out of Mansfield, OH and they were on sale. From a local distributor, I got the Remington 240gr JSP and went to town. Those loads killed more groundhogs that first year than killing anything else. The one guy takes his 44Mag levergun to bed with him I think, I mean, when he grabs a gun, it just seems to naturally go to that one first! He told me tonight that he has killed 10 deer with it himself in the last 5 years, 2 every season, and with those loads. We have only recovered one bullet. Here:
This was shot into a mature buck @ 135 paces. It entered in front of the right leg and traversed through the body and came out in the middle of the rib cage on the other side.
This bullet came to rest just under the hide on the off side, another view:
Now, take the same basic load, use a 240gr XTP and everything changes. That XTP is a much tougher bullet and @ 50 yards cruised all of the way through a hog's head and came out the back. Now, I am pretty sure that the JSP would not have done that. It would have flattened out much more and spent it's energy inside the animal.
Tougher animals, use the tougher bullets. Actually, I drive the XTP harder than I did the JSP so the affect may be near the same. At the same velocity though, the JSP is going to mushroom much more and quicker.
From my experience, YMMV.