Here is some reading for thought. Long thread but quite a bit of info on a 300 win. 19 big game kills with the same rifle and bullet at many different distances. Many pics of wound channels, entrances and exits.
But as shown in the thread, any bullet will act differently depending on velocity, distance, and shot placement. The key is to find a bullet that will fill your needs at the longest distance you plan to take a shot. In closer it becomes less important as shot placement is easier and about anything will kill when placed properly.