Erick, I can agree that that this could happen. I personally haven't seen too many factory loads live up to the claims of the manufacturer. But with hand loads, patience and practice good results can be achieved consistantly. When I first started I had bad results with my .22-250 using factory ammo with 55 gr. sp. Then I bought a set of dies and started reloading. I had good results with Sierra GameKings and Hornady V-max.
But only at extended range. I eventually started using my AR-15 with ss109 fmjs and had better results at all ranges. Ofcourse most varment bullets are designed to penetrate one side and vaporize before they exit. But at close ranges this doesn't always happen.
If you've ever read up on the ss109 you'll note that this projectile was designed to be much more stable in flight than 55 gr bullets. With a tendancy to penetrate rather than tumble. Ofcourse with the ss109 you will always end up with 2 holes, but generally of the same size, but you must have the right rifling twist for this to work.
So the options are many if you have an AR-15 with rifling twist that'll support ss109 try that. If you have a .22 or .17 cal. just stick to long range shots. Heck, me personally, I'd rather use a .22 lr at 150 yards than a .44 Mag at 50.