Ball ammo will do that. For self-defense situations people regularly use “expanding ammunition”, also called “Hollow point Ammunition”, these bullets are designed to expand upon contact with a hydrostatic medium. The expansion gives the bullet more surface area which creates “drag” that will slow down the bullet immensely to a point where it is not likely to over penetrate and exit the body. This will also allow all of the stored kinetic energy in the bullet to be transferred to the target much more quickly. Another bonus feature of this is that the expanded bullet will cause a much wider wound channel which will have increased wound damage and internal bleeding.