That's been pretty much my experience also.  I've killed somewhere around three dozen pronghorns, all with standard cup and core bullets.  I've always felt that bullet placement (accuracy) is more important than bullet construction...as long as you're using a bullet that is designed for the size animal you are hunting.

There's been a lot said and written about the cost of premium bullets vs standard cup and core bullets.  As a handloader, premium bullets are about twice the price of cup and core bullets.  So for my .300 Weatherby, it would cost me about $0.27 per cartridge more to load 168 gr TSX bullets than to load 165 gr Ballistic Tip or GameKing bullets.  For my .257 Ackley, my favorite pronghorn rifle, it would cost me about $0.36 per cartridge more to load 115 gr TSX bullets than to load 115 gr Ballistic Tip or 117 gr GameKing bullets.

At todays fuel prices, one gallon of diesel for my pickup costs more than the cost difference of half a box of shells loaded with premium bullets rather than standard cup and core bullets.

I should draw my tag for antelope here in Colorado this year and plan on trying a new load of a 140 gr Nosler Balistic Tip at around 3300 fps.  I am hoping that I will not need to re zero my 7mm Remington mag but just be able to compensate on where the round is going to hit.  Right now I am shooting a Barnes 150 gr XBT at 3000 fps out of it.  So I'll see when I head to the range with some practice rounds and if they are only a couple inches high with the same scope settings I'll be good to go. 

Use your deer loads for elk and deer.  I have not used the 165 Interbond but I'm sure it will do just fine.  Really no need for even for that much weight retention on deer and antelope.  But I like lead core bullets, as they still give you some fragmentation, even when bonded.  Remember I use 100 grain ballistic tips at 3700 fps, and yes, they do exit.

I'd argue that not only is a GMX or TSX more than you need, you aren't getting as much energy transfer (which is why they penetrate so well), and therefore your critters are going to run a little farther.  I'm not saying you won't recover the animals, but lead core bullets do more damage from fragmentation, hydrostatic shock and whathaveyou.   If you do go to monolithics, go light and fast.

Huge holes, no meat damage if you put em in the lungs where they belong.

You can even see there's still pleny of core left on this one after it took her head off.  The core just zipped through the hair.  

My thoughts exactly.  When I started hunting 40 some years ago, the only rifle that I had was a .30-06.  For the first few years I shot 150 gr bullets for deer, antelope, and elk.  I later upped my elk bullet to 180 grs, and that's what I used until I bought a specific rifle for deer and antelope.

Many deer and antelope have been killed with 180 gr bullets, and many elk have been killed with 150s.  My general rule for combo hunts is to use the bullet that best matches the largest animal I will be hunting, and it will probably work just fine for the smaller animals.

The closer you get to the animal, the easier it will be to make the shot.