What are some considerations when choosing a carry ammo?

I have a 9mm (G43) and was wondering what carry ammo to use.Was at the range shooting FMJ 115 Gr, but also had a round of 124 gr HP just to try out and noticed a pretty big difference.What goes into choosing your carry ammo? Right now i have some stuff by Sig. via /r/CCW https://ift.tt/2Yn4eEY