Statjunk, on the box one of the ends will say what bullet is used (ie: 165 BTSP).

No it is never safe to assume that any bullet will shoot the same! Best to keep with what you've got or if you have the time head to the range and try a few shots.

I think what you need to do is pay attention to the exact location of the shot, with no snow it can be extremely tough to see specs of blood and no exit hole only makes it tougher as the entrance hole unless large can plug. On a perfect broadside shot I would expect the 165's to get through but apparently are not so that is why I suggested look at something that will hold a together better at higher velocities/close range.