Penetration is much better with the FMJ bullets because they do not expand. Expansion limits penetration in any caliber of rifle or handgun. Expansion limits penetration and causes the bullet to alter the straight path that is had been traveling. Thus also limiting penetration. With non expanding bullets the 45-70 will penetrate further at 1600 fps than the 460 Weatherby at 2700 fps. This because ven though there is little expansion, the bullet at high velocity will be deformed enough to alter its path.
Use which ever bullet you like but keep this in mind. Good luck on your hunt.