Lead is denser so the B.C.'s are higher and the bullet will retain energy at long range better than an all copper one. I'll disagree that the all copper bullets have equaled the on game performance of lead, I think they're surpassed it. An all copper bullet will out penetrate one with lead nearly 100% of the time and the early expansion problems have been solved.
If I'm target shooting or varmint shooting then the cost comes into play when deciding what bullet to use. For big game it's a silly argument, I couldn't care less if I spend an extra $.50 a bullet for the one thing that determines whether I'm successful or not.
