The 17HMR,22Mag and the 5mm are basically the same thing.The bullets might be different calibers and one might shoot faster than another,but one of these calibers wont kill a small animal any deader than another.And most of the time a big animal like a coyote will run off after taking a hit with any of them and thats just the way it is.They werent made for shooting coyotes.It can be done but if you shoot a coyote with a rimfire and wound it its your fault not the calibers fault because it wasnt designed to do that kind of work in the first place.
So far I've killed 1,badger,2 armadillos,25 skunks,29 feral cats,20 porcupines,truck loads of starlings,prairie dogs jackrabbits and 1 coyote with the 17HMR and 1 armadillo,5 or so feral cats and about 20 skunks with the .22Mag and I can honestly say they were all DRT with both calibers except for a couple of jackrabbits.Maybe I got lucky I dont know but I do know that they will both kill critters deader than a doornail you just have to know what your doing.From what I've seen anyway but as you can see I havent killed a whole lot of critters with a .22Mag and thats just because I have a .17HMR and I like it better.My .22Mag is a pistol and its pretty loud so thats the main reason why.