A really simple example of this is my kids little plastic recurve bow. If you use really light youth arrows it won't stick in my back target more than half the time. If I grab some of my heavier aluminum arrows (400 grns) it will consistently stick in the bag. The light arrow might get there a bit faster, but the heavy arrows retain more energy and momentum to the target letting them work better. Both have the same energy out of the bow, the heavier ones just retain that energy better.
Very well said Paul!!