The last two deer and a black bear I took were with SST/Interlocks. Albeit they were 140gr 6.5 diameter. One deer was shot at just under 100m and the bullet passed all the way through. It punched through two ribs and two lungs. The exit hole was around 2cm. The other deer was taken at close to 400m. I made a newbie mistake and misjudged the distance even though I had a rangefinder around my neck and the buck wasn't spooked. I had checked the distances in this field before from my blind beside a fence overgrown with tall grass. The deer came out earlier than usual as it was going to rain. I hadn't made it to my regular shooting position and had to take the animal from where I came out of the bushes. It was about 50m further away and the deer was closer to the cover than I thought.
I held the cross hairs just on the line of his back. The bullet struck him in the front left leg joint as he was walking. It was a 140gr Hornady SST Interlock. The bullet went through the joint, through the brisket and through the skin on the far side. The bullet did not over expand or blow up. Penetration was as good as could be asked for of any bullet. The deer went down then got back up again and slowly walked for appx 50 meters, obviously in dire straits.
The black bear, an nice 5+ foot male in very nice condition that had been marinating itself on last years corn silage was shot at 300m with the same bullet. Again, no bullet recovery and an exit hole about 2cm across in the mid rib cage.
I have used that same bullet on Elk and Moose. None of them figured out it wasn't an expensive premium bullet.
The biggest lesson you need to learn is how you intend to take your animal. Some people insist they have to break the shoulder and the bullets have to pass all the way through. This takes an extremely tough bullet and wastes a lot of meat. By the way, I like a bullet to pass all the way through as well, especially through the boiler room.
My advice to you is to find the bullet your rifle likes best, as was suggested above. I haven't seen a rifle yet that doesn't shoot the Hornady SST/Interlock bullets well. Of course, there are always exceptions.
This will raise a few hackles but I really like the system they have in Norway for judging if you are well practiced enough to place your shots onto a moving moose within a specified kill zone. It wouldn't hurt my feelings to see a similar system employed here in Canada when getting licensed to hunt big game.
The gist of this is, shoot enough to become proficient from as far as you intend to shoot within your abilities, from different positions such as prone, kneeling, standing off hand, leaning against support like a fence or tree, shooting stick and even with the rifle on its side. Be careful to utilize the sweet spot the rifle likes to have its fore end resting on. Remember that when shooting downhill, depending on angle of course, you don't have to compensate so much for bullet drop. Learn the effect of crosswinds on your bullet of choice. Also, if the sun is harsh there may even be some degree of effect on the bullet drop as well.
Lots to consider other than bullet construction.
Over the years, I have worked on several rifles carried by guides. Mostly they are the cheapest model off the shelf with the cheapest scopes that will maintain zero. One other resounding regularity with them is they seldom reload and purchase the cheapest cartridges they can find. One of these fellows goes to the gun shows if they are early in the year and picks up part boxes of 300 Win Mag with 165 grain bullets. Brand makes no difference to him just bullet weight. Some of those boxes of cartridges are 30+ years old and some are factory loads while others are hand loads. He doesn't care, cheap is the issue.
He is one hell of a shot. At most he might shoot 40-50 rounds per year out of that old Savage 110. That rifle has had the stock broken several times because horses can be damnable creatures for rubbing rifles up against stumps, trees and rock faces at every opportunity. If one of those doesn't crop up, they will roll on it as soon as your foot gets out of the stirrup. Well, sometimes they don't wait and just roll.
I have been lucky enough to find him a take off stock each time it happens. The thing is, no matter what I do, that rifle will never shoot better than 3in at 100 yards. It doesn't care what you shoot through it. Handloads or factory loads it shoots them all the same.
The owner of this beast is fine with that as well as the 4X K4 Weaver Steelite and Weaver rings/bases. He knows the animals he shoots have kill zones about 9in or 20cm in diameter. That means the rifle is perfectly adequate, in his opinion, out to 300m. He can place half a box of mixed manufactured cartridges into a 10in, 20cm paper plate off hand right out to 300m.
I have had to cut off the butts on the replacement stocks to fit his small stature and 12in trigger pull length. He is very insistent on that. I put one stock on that was about a half inch longer and his shooting skills went south in a hurry. He is used to a 12 in pull length and nothing else will do.
By the way, he might clean that rifle once every couple of years with a ten year old bottle of Hoppe's No 9 solvent and a cheap aluminum cleaning rod and worn out copper brush. He cleans it from the muzzle. Oil???? Never sees the surface or internals on any part of that rifle. He does wipe it down with an old shirt and does use an old tooth brush to keep the receiver free of pine needles and other flotsam.
The thing is, he is intimately familiar with that rifle. He knows his capabilities and those of the rifle. He also knows that if you don't hit an animal properly It doesn't matter whether it is a magnum or chambered for a standard caliber that animal is going to run away, often terribly wounded to die in agony days later.
I saw him refuse to book a hunt for a client for the following year because the client was a terrible shot and they had to chase a Moose all day and pick up its trail the next morning. It came back to within a couple of hundred meters of where it was shot. He was badly shaken by the thought of what the Moose was going through and that the hunter didn't seem to be concerned.
What I am getting at, learn to shoot well from several different positions at different ranges. Not just measured ranges. Learn to take an animal cleanly with a well placed shot in the boiler room. Unless, in my experience, you hit the animal in the brain or spine that animal will likely run for up to 100 yards. If you don't take out the heart or lungs, it will run a lot further and may not be recoverable.
There is a lot more to hunting than many people realize. A good hunting ETHIC is imperative. You owe it to any animal you hunt to dispatch it as cleanly as possible. A well hit animal will never know if it was taken with a premium bullet or cheap bullet.
Premium bullets came into their own because many of the older bullets back in the day were not very good. Today, that has changed. Some of the cheap bullets like the Hornady, Speer, Remington brands are as good as the premium bullets of ten years ago and are often more accurate.