It is inconsistent to not use equivalent bullet designs across calibers. Nobody will be comparing 9mm FMJ to .40 or .45 JHP for penetration testing. You must compare equivalent bullet designs across calibers. Apples to apples.
Yes, bullets built to penetrate will. However, given the best "penetration design" in each caliber, one of them will penetrate material X further. And, maximum penetration distance isn't necessarily desirable either (leads to overpenetration).
But, I wasn't talking about penetration distance. I was talking about the ability to penetrate barriers.
Of course, the type of barrier will make a big difference as far as what is best to use to penetrate it. However, heavier bullets (within the same caliber or not) are deflected by barriers less than lighter bullets because their momentum is higher.
So, I'm sure you could get a light and fast bullet to penetrate very deeply... but it would suffer much more deflection than a heavier and slower bullet (within the same caliber or not). Penetration means nothing if its off-course immediately after defeating the barrier.
So, I suppose I should have said that .40 and .45 are less prone to deflection after defeating a barrier than 9mm.
As for your follow-up post:
Of course .357 Magnum offers meaningful benefits over .38 special. There is no change in bullet diameter, only an increase in velocity. That is cut and dry. You have taken the same projectile and added more energy in the form of velocity.
More power does help. A higher energy bullet can do more "work" on the objects it hits. The big trade-off is that you must experience more recoil (unless you also use a heavier gun) if the energy increases.
When comparing across calibers its more complex because you can obtain higher momentum from the increased mass but suffer from more drag from the larger surface area.
I'm a fan of the 9mm right now but it would not be able to maintain its course after impacting certain barriers where .40 or .45 might continue with minimal deflection.
Of course, like I said before, 9mm gives you more bullets anyway. So even if it does deflect you have another bullet (where .40 and .45 wouldn't have another bullet).
But, I could see why someone would choose .40 or .45 if it was very important for their bullets to have minimum deflection. Sure, you could ask, "Why don't they just use .50 AE then?" But, of course that isn't a fair comparison because .40 and .45 have relatively close recoil energy to 9mm (especially if fired from heavier guns).
Of course, I could be completely off-base. But, I'm pretty confident the higher momentum provided by the larger calibers permits them to penetrate barriers with minimal deflection compared to smaller calibers. And, that is important if you want to hit what is behind the barrier accurately.
Rifle: SCAR 16S, Custom AR-15
Pistols: Colt Python, Springfield 1911 TRP, XD(M) 4.5" .40, Walther PPQ First Edition 9mm, Glock 19