Your cpu is working absolutely fine.
Turbo core will boost speed as per the load requirement. if the os sees that cpu load can be addressed by just boosting to 3.8-3.9, then it will not force the cpu to its maximum turbo limit.
my i5 2400 can reach a mximum turbo of 3.4 on one core, 3.3 on 2 cores and 3.2 on all cores. what that means is that for a single threaded high load, one core will boost to 3.4 for dual threaded high load, two cores will reach 3.3 and all this is for short bursts only as in that small time, you usually exceed your processor's rated power draw.
I do not know how turbo core exactly works but windows thread scheduling should be similar to how it works on intel so i would like to believe that 4.1 turbo should be a single core/module speed attainable by the cpu.
you can disable 5 cores in your BIOS and stress test one core and see if you hit 4.1. I think you will