To answer that original question, I will have to say NO to the .338-RUM but surely have with my .338-Win mag and it got the job done with flying colors to boot.
Now ifin it didn't mind you, I just reach for a bigger caliber next time up with a larger bullet also. I can proudly say, I have only lost one big game animal in my entire hunting time spent in the woods or high country.
I also never shot an animal just soo's I didn't get skunked! I have passed on many an animal because I figured it was not mature enough for my wall. In doing so, I have always relished the hunt itself weather or not an animal was taken. The glory of that hunt was always enough and the memories that took place.