From what I read, #4 does not perform well in ballistic gell. So, again, another .25 fail.
Not a .25 advocate here, but it's not quite an apples to apples comparison. The shot is round lead, while the .25 acp bullet is a jacketed round nose; different sectional densities, different deformation, and all that. So the .25 acp bullet does penetrate a bit more than than a similar lead ball would. Not great mind you - just clarifying because .25 acp proponents will certainly bring it up.
But yeah, buck smaller than #1 doesn't reliably penetrate 12" [1] and isn't recommended for defensive purposes.
[1] - Shotgun Home Defense Ammunition, .357 SIG -- A Solution in Search of a Problem?