My 155 Gr .40 S&W reloads feel pretty similar to the 125 Gr .357 SIG Speer rounds. I shoot both out of my Glock 22, SIG P229, and SIG P250 subcompact. The P250 has the most felt recoil, but that is because it is the lightest and smallest handgun of the three. I once had a P226 in 9mm and it definitely felt like less recoil, but it was a heavier pistol.
I got used to shooting 110 Gr .38 Spl Treasury loads out of a 4" Model 15. I then moved onto 125 Gr .357 Magnums out of a 2.5" Model 19. None of my current semi-auto handguns seem to snap or jump as much as either of the revolver loads.
I think it is all what you get used to. If you shoot it accurately, go with it.
Be safe.