It's the construction of the bullet, not the caliber. A bullet designed for deep penetration will not blow deer to bits as much as lighter, more frangible bullets; etc. ballistic tips.
In other words, your .338 Mag is probably loaded with bullets preferred for use on elk, moose, and bear. His 300 Win Mag is probably loaded with rounds "more suitable" for deer, where the deep penetration is not needed. End result, your bullet goes in and out rather cleanly, his expands rapidly on soft tissue, making the bullet larger thus destroying anything within 2 inches of its diameter.
