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Looking at the specs on the Sig P938, you may want to add Springfield XD or XDm 9mm Compact to your comparrison list.

It's not much bigger than that Sig in frame size and you can get 13+1 capacity in standard mags and 19+1 capacity if you carry the extended mags.

I carry the XDm 9MM compact in most instances in an IWB CompTac Holster.

I also have a S&W Bodyguard .380 that I carry occaisonally either in my pocket or in an Alien Gear IWB holster. I use the .380 when I am dressed in clothing too light to comfortably conceal the 9mm.

Good luck with your decision. Have some fun deciding (i.e. go to a range and test drive some of the ones you're looking at).

Welcome to the forum!