I have twin Beretta Bobcats, one 25acp, one 22lr.
Once, I fired both into the same phone book. I used FMJ and Hornady JHP in the 25, and Stinger, Velocitor and MiniMag in the 25.
The 25 JHP and the various 22's penetrated about the same. The 25 FMJ penetrated about 25 pages more.
I like the 25 version for carry because, with the MecGar magazine, it holds 10 rounds...while the 22 is holding 8rds...
A little more penetration is a good thing. I don't worry about centerfire versus rimfire too much. I have shot a lot of rimfire in the last year in several different firearms. No failures to fire at all using the higher quality ammo, which is all I buy.
Both Berettas have been 100% reliable, so there is no issue there, either.