Federal Red Box .380acp FMJs are stout. In the olden days you used to be able to buy .380, (9X17) euro FMJs that were great. I'd stay away from any economical .380 now days unless you could shoot a 'lot' or 'batch' sample. Then be ready to buy the entire case if any good. For .380 SD work...it would be hard to beat Golden Sabre or Critical Defense.
The best cure for .380 over-penetration is to hit you target, center mass if you please.