not necessarily. FMJ rounds, especially longer bullets like the 6.5mm will stop spinning (or slow down, anyway) upon impact. this causes the bullet to yaw violently as it destabilizes. frequently, this will lead to the bullet shattering along the crimp line or cannelure as it becomes perpendicular to the primary trajectory. fackler's ballistic study of the 5.56x45mm proved this pretty definitively.

i dunno if anyone else shot JFK nor do i give a damn, but i'm sick of hearing about how FMJ bullets don't break up. they do. much of the time. 6.5mm cartridges are especially notorious for doing this (see terminal ballistics for 6.5Grendel or 260Rem and you'll see what I mean) which is why they are frequently used for hunting smaller stuff like whitetail or coyotes.

typically the fragmentation range for FMJ bullets is mach2 or better (2230 feet per second) so as long as the bullet was moving that fast, it SHOULD fragment. most 6.5mm projectiles have very, VERY high ballistic coefficients (above .5, sometimes as high as .7) so they hang on to velocity very VERY well. it's not uncommon for a 6.5Grendel to still be at fragmentation speeds after 400-500 yards. the shot was taken well within that range, there is no reason to think the bullet wouldn't have fragmented.