One thing a lot of folks don’t realize is that bullet construction (cup & core vs. bonded vs. mono) and velocity play a WAY bigger role in bullet performance, penetration, etc. vs caliber or shot distance.
More often than not, with softer bullets (core lokt, ballistic tip, hornady interlock, etc) the closer the shot is, the more aggressively that bullet will expand, which will definitely disrupt more tissue but decrease the chance of it holding together or passing through. Now you shoot that same bullet at 300+ yards where it has dropped a few hundred FPS and that bullet will hold together better, which generally leads to better penetration.
In short, if you want the highest chance of a bullet holding together and exiting at close-ish range (less than 200 yards) shoot a mono or bonded bullet.