When I first got interested in 9mm pistols I wondered about the same thing, but since I got my practice ammo at Walmart because of the price I shot 115 Federal aluminum. Now that Walmart is no longer selling pistol ammo I did some tests with the three weights, 115, 124 and 147. I used a SIG Legion SAO 9mm and a P225A1. With very careful shooting from a rest with the Legion, I noticed a very slight difference in the point of impact, but at self defense distances, negligible. I didn't really notice any difference in recoil either.
In the P225A1, maybe I could fell the difference, just maybe. Handheld, maybe just a little more difference in the point of impact. I tried mixing them up in the same magazine and could not tell the difference, until after a while I could, by the sound...
I had planned to standardize on one brand for both practice and self defense and I tried a lot of stuff. Winchester 147 Train and Defend is good stuff in my pistols, so is the SIG 365 115, they both shoot exactly the same. But since I buy whenever I see a good deal on good ammo, my standardization went out the window. And the way I shoot, it makes little difference. My 2 cents...