For defense, you want the energy of the bullet to damage your target. A JHP will expand and dump its energy in your target, doing lots of damage along the way. A FMJ will zing through your target making a tiny hole and leaving much less energy IN your target. Then continue on behind your target with a lot of its energy unused (i.e., wasted, because you want the energy IN your target, not behind it) to hit and damage who knows what you didn't intend to also shoot.
Because the FMJ does not expand, the weight of the FMJ won't help or hurt its poor performance much one way or another. Any weight FMJ is still going to zing through your target.
A heavier JHP, as rcmodel points out, will tend more toward the bad characteristics of a FMJ. The heavier the bullet, the greater "oomph" it has pushing on the same diameter area - so it penetrates more and dumps energy less (not good, unless you are hunting larger thick skinned animals, and need to peentrate more - but those beasts have more than 2 legs!).
rcmodel is right on target. I should not have mentioned 180gr JHP for defense for this reason. Or the Hornady 158 XTP/FP JHP, because they are also deasigned to err on the side of pentration (but I stand behind the regular 158gr XTP JHP recommendation ;-). Hunting? Another story. I got side tracked, cause I load 357 to hunt!