There's a huge difference in bullets. You can get everything from super explosive varmint bullets to solids that break heavy bone and penetrate deeply in tough heavy game. The trick is; knowing what you're going to shoot, with what caliber/cartridge and at what range.
The most common bullet made today is what is referred to as the cup and core bullet. This is made with a copper/guilding metal deep cup, with a chunk of soft lead wire seated inside the cup. It is then pushed into a die that forms the nose and base. Sometimes with an exposed lead nose of either round or pointed configuration or of a hollow point design.
Next is various types of partition bullets. They have solid centers with lead cores on both ends. Again either pointed noses or round. Nosler partitions are best known of these. H-mantel and A frame are others.
Next are the bonded lead bullets. The lead core is chemically or physically glued to the copper jacket. These are capable of tremendous expansion WITHOUT losing much weight. Woodleigh, Hornady interbond, nosler accu-bond, bitterroot and swift schirocco are brands of bonded bullets.
Next are the all-copper or monolithic bullets. Made of pure copper with a hollow point to make them expand, they are lighter than a lead core bullet of the same size. So to get up to the weight of a lead core bullet, they have to be longer. Barnes is the big guy in this specialty design arenas, with a few offered by Hornady and Speer for the big guns for elephant and buff.
In there somewhere should have been cast lead bullets. Not commomly available to handloaders,, um well you'd have to look hard to find some one to make them for you to load. (Yeah I know about folks like beartooth, but get ready to wait 3-6 months for delivery). You can, of course, make them yourself, but that's another thread entirely.