Actually, I was reading something online about this just recently.
Go over to the ATK LE site and check the
Wound Ballistics section. They have a number of PDFs reporting demonstrations they've made at various agencies, usually including some performance data of HP rounds through glass.
Executive Summary: The non-bonded HST round does well through auto glass and very very well on soft targets. The bonded Gold Dot and "Tactical Bonded" rounds do not quite as well as HST on soft targets and very well on any kind of barrier, including auto glass.
Mind, the results tend to favor Federal/Speer products, and one should remember that this is promotional literature, even though the testing seems to have been fair. Still, you may want to take it with a grain of salt and look for other sources.
To the degree that you think it's an issue, you could put a bonded HP (like the Gold Dot) in first, then something un-bonded like an HST. Or whatever is equivalent from other manufacturers. I would think long and hard about using FMJ in a self-defense firearm.
regards,
GR
I am in no way connected with Federal, Speer, or ATK, nor do I necessarily argue that they are "the best". I just happened to see that information most recently. I'm sure there's something similar for other manufacturers.