Here’s a manufacturer’s specification comparison of the popular small 9mm, .40 S&W, and .45 ACP concealed carry pistols on the market.
The S&W M&P Shield is a personal favorite and one of my go-to carry guns (.40 S&W.) While it is definitely not a true “pocket gun”, it does carry fine in a dress pant pocket or loose jeans. It’s extremely comfortable in IWB or OWB carry. I only wish they made it in .45 ACP.