Full Metal Jacket ammo, or FMJ for short, is a bullet style that uses a soft core, commonly lead, surrounded by a casing of harder metal. A full metal jacket (FMJ) bullet is a small-arms projectile consisting of a soft core ( often lead). Buy your FMJ ammunition in bulk here at Ammo. FMJ loads are full metal jacket ammo and are most commonly used by shooters for range training or during competitions that require. There are multiple reasons for the use of FMJ ammunition. Self Defence: FMJ ammo is not often used in self-defense situations due to the risk of the bullet striking an unintended target.