Personally, I haven't carried anything smaller than a 9mm in over 25 years, but I know some that are very comfortable only carrying .380.
For self defense, It's not so much caliber as it is about shot placement and managing recoil for Followup shots, so I would suggest that the OP shoot both, decide which one has more manageable recoil and allows the shooter to get back on target for quicker followup shots.

For me, the Shield has a much tamer recoil than some .380s out there.
I have never shot the Bodyguard, so I don't know what it's recoil is like, compared to the Shield.