The only ones who can make that claim are the makers of frangible ammo, which disintegrate on impact, but they are less than desirable for self defense. As for other ammo, it depends mostly on shot placement. Put any other bullet through a body without striking bone and chances are it will keep on going.
HP's are certainly more likely to stay put, but you can not count on it. Put some HP's through leather, denim, dry-wall, etc, on the way to the meat and the HP can clog and act like a FMJ. I've seen it happen many times.