Hmmm...I wouldn't buy my archery stuff from Walmart. Mfg's have to meet such stringent price points if their products are sold at W'mart that the mfg will sometimes cut corners. (Also, don't buy your John Deere mowers at H'Depot or Lowes as the same is true. Buy'em from a traditional dealer.)
Regarding machanicals...if you really want to stay with machicals, try the RAGE broadhead. It takes less energy to open than the older over the top opening type.
Also, you may be hitting the deer too high. Also, quality fixed heads? Well, you can't go wrong with'em!!!!!