I've been waiting for someone to ask this question. This is not a question of bullet quality but rather one of velocity and distance. What you experienced is a little discussed phenomena that can occur with high velocity and short distances regardless of bullet.

You can actually reach a point while increasing velocity where bullet penetration is reduced. Prime example: I load for my .300 RUM and a buddy's RUM. Load was 180 gr. Nos. Partition, 97 gr. Reloder 25, with 3300 f.p.s. He shot a 70 lb. doe at 20 yds. broadside through the ribs. The great Partition was lodged under the skin on the offside. Retained weight - 110 grains. He was cussing the Partition. Said it was a sorry bullet. "Won't even penetrate a doe!" "No blood trail!". At most 12 in. penetration. Two days later he shot a 160 lb. buck at 220 yards. Bullet entered right hindquarter, breaking the back leg, sailed through right side of digestive organs, totally smoked vitals, and exited through a large hole in center of breastbone. Maybe 24" penetration through bone, muscle, and organs? Bullet success!

Same load, same rifle, same shooter. Difference? Distance and velocity on impact. Your higher velocity cartridges really need some distance to shed velocity to see bullets perform like the pics in the ads.

Rick Jamison wrote a good article on this very thing Oct. 2002. He tested all the premium bullets ( Par., A-Frame, Barnes, Fail-safe) at 2000 fps and 3000 fps. At 2000 almost all bullets penetrated deeper than at 3000. At 2000 all but two bullets retained more than 95% weight. At 3000 most retained less than 70% with the others less than 80%.

Bottom line though on the two aforementioned animals. Two very dead deer.

And to steal a question from someone else, I had to ask my buddy about the doe. I asked, "At just what point of that deer dropping in her tracks did the bullet fail?"