I think it's not really fair to compare the lightest and cheapest 9mm loads to the heaviest and most expensive .40s&w loads.
You can get 9mm as high as 147gr and .40s&w as low as 155gr(maybe lower?)
For self-defense, the preferred sizes generally tend to swing towards 124gr in 9mm and 180gr in .40.
I'm a fan of 230gr, myself.