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I've read people are having the problem with mag dropping with IWB holsters. I'd get a 9mm Shield anyway. Could also look at the XD-S 45

I carry my g23 and have zero complaints.

You said you bought a sig250 buy a "caliber Xchange kit" in subcompact. That's the cool thing with the 250s under 300 bucks and can shoot what ever caliber, out of what ever size gun you want.