I shot a doe from about 8 yards on the ground. She ducked, and the aluminum arrow hit her above the spine. She bailed off a steep ridge, and I could hear her running until she came out of the woods at the bottom. There was a pause, then heard her running again. We found the feathered end of the shaft broken off about an inch in front of the fletches about where she stopped running. This was completely out of the woods, so I don't think it broke off by hitting a tree.
As an aside, I seem to recall that the Herter's catalog claimed deer would pull arrows out with their teeth.