I would pick the 165 JHP or their 140 barnes X load from cor-bon. Or a heavier expanding bullet like a 180 hollow point.

10-30 yards with a double lung hit is what I would want.

I have not used a 40 S&W before.

I have used the 9MM with a 147 black talon and a friend shot a deer with a 147 golden saber 9MM. Both deer were hit with double lung shots (pass throughs) and went 30-50 feet and died in mid stride.