M3 and 4-40 thread

[MetalMan]

I've found that 4-40 screws are actually slightly smaller in diameter. For example, when threading into plastic, the 3mm screws will catch the plastic and make a thread, but the 4-40 won't hold a thread (not enough plastic being caught by the threads).

[Gustav]

What diameter is the hole your threading then? I just have metric drill bits in .5mm incriments so if i'm drilling a hole to be tapped i use the same drill for M3 or 4-40 since there's less than .1mm diameter between M3 and 4-40,hence why i said they're about the same.