Are there examples of historical fiction that are also great as literary fiction?

Nearing the end of John Williams's novel Augustus, it seems that none of the characters in this historical fiction come "alive" in any literary sense; they remain historical figures rather than personalities, in part because of the broad canvas on which Williams works - a span of about 40 years - and his decision to narrate this novel entirely through documents: mostly letters between the key figures and many long passages from a not-quite-believable diary that A's daughter, Julia, keeps in her years of exile. That said - and the dearth of deep or rounded characters stands in particular contrast w/ JW's previous novel, Stoner, one of the great literary characters of the 20th century - Augustus is still worth reading as it does present in a clear and sometimes dramatic form a synopsis of the history - seen from the top only, there are no plebeian characters - of ancient Rome, from the assassination of Caesar to the death (I assume this is how the novel ends) of Augustus. Sure, you could read a history book that will be true to the facts - but also bound by them, whether a history written from the Classic era, such as Livy's History of Rome (Livy is a minor character in A) or a contemporary history (son-in-law MS recommends David Carlin's podcasts). But historical fiction has its place as well, though examples of great success as literary fiction are few (Gore Vidal maybe?), or maybe that's just my personal taste. Glad I've (nearly) read Williams's Augustus, but it feels as if I've read it as a pop version of history rather than as a novel, if these distinctions matter at all.