FMJ just doesn't do as good a job and I'd consider it inhumane. Your odds of wounding and not finding are greater with the FMJ ammo.
Not all military FMJ bullets are created equal.
I have killed a lot of hogs with the US military M193 5.56mm round. Nearly all of those hogs were bang flops: Never lost a hog that was hit with that bullet. When fired from a 20" barrel from a distance of up to 150 yards that bullet penetrates 4.5-6" in hog flesh, yaws90 degrees and fragments.
A good friend of mine still carries over two dozen fragments of a 7.62x39 bullet that he was hit with in Viet Nam in 1968.
http://www.rayguncharlie.net/sr/basics/pmrb.html
http://www.uthr.org/SpecialReports/Military_rifle_bullet_wound_patterns.htm