IIRC, the JHP uses a Hornady XTP bullet. That is a good design. Accurate too!
Fiocchi Extrema Handgun Ammunition : Cabela's
I guess they have 2 HP loads. Their own and the ones with the XTPs.
Fiocchi manufactures good quality ammunition in the USA and other countries. I have not used the SIG ammo but it should be good, but at $20 a box for FMJ 9mm I would pass. I haven't found a lot of difference in the performance of standard FMJ 9mm. NATO specification 9mm is a little hotter, but for target shooting I have found most FMJ 9mm to be similar in performance.
I like GECO 124gr FMJ, manufactured in Switzerland, and I purchase it by the case. The cost is less than $12.50 a box shipped from SGAmmo.com
The differences I've found between various FMJ 9mm rounds is how clean or dirty they are. WWB, Armscor and some other brands were very dirty, whereas Fiocchi, American Eagle Federal and Blazer Brass all seem to be relatively clean. Agree with you on some being hotter loads than others and I also agree with you about GECO. I haven't tried their 9mm, but I've run a couple cases of their .45 and have been quite impressed.