My gun and the others I have seen there is not much of a comparison between lead and hevi.
Federal mag-shok flitecontrol wad, I think that is the name of them, were the best leads I have ever used. I bet it is the same thing as the new "turkey thug" shells. Do not remeber the oz of shot, but know they were 3.5'' number 5s. I hear people talk of the winchester supreme or double x shells, and those have been the biggest piece of crap of turkey shells I have ever used, and will never buy them again unless I have too. I aint got a problem with anybody using them, but i myself, hate them.
Anyways, in my set-up, HTL shot probably has 20-30% more pellets in the target zone that lead. That is why I use them. They are awfully expensive, but it is just worth it to me to use the best there is, since turkey hunting is my favorite thing to do.