Yep. Handgun stuff definitely sends more crap back. .22 is pretty bad also.
Scariest to me is jacketed (not plated) .45 at low velocities... I've found a scary number of those pretty much intact, just with a big dent on the nose and one side, next to steel targets. Anything that big that holds together has the potential to do real damage if it rebounds with, say, half its original velocity.
In contrast, when I find lots of little disks that are just the base of the bullet (about 1/16" of an inch thick or less), that makes me feel good... I know that bullet was radially splattered in tiny, tiny pieces.