A little more expensive than 9mm but a good bit more knock down power. In the right gun maybe even smoother shooting. If you have no pistol and are trying to decide between the 9mm or the .40 I'd go with the .40 for home defense.
No such thing as "knock down" power. If it was literally powerful enough to knock down your human target it would knock you down in firing it.
I think 9mm or 40SW are fine for home defense. Modern 9mm and 40SW defensive rounds perform very similar.