We systematically study and compare damage spreading for random Boolean and threshold networks under small external perturbations (damage), a problem which is relevant to many biological networks. We identify a new characteristic connectivity $K_s$, at which the average number of damaged nodes after a large number of dynamical updates is independent of the total number of nodes $N$. We estimate the critical connectivity for finite $N$ and show that it systematically deviates from the annealed approximation. Extending the approach followed in a previous study, we present new results indicating that internal dynamical correlations tend to increase not only the probability for small, but also for very large damage events, leading to a broad, fat-tailed distribution of damage sizes. These findings indicate that the descriptive and predictive value of averaged order parameters for finite size networks - even for biologically highly relevant sizes up to several thousand nodes - is limited.
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