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do I need to just practice more?
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Yes, most likely you just need some more time with the gun.
You did not say at what range you were shooting the 9mm. One thing to try would be to set you target out just a few yards and concentrate on shooting some pretty decent groups. Then simply move the target out incrementally and attempt to maintain those same groups.
I might also add that the Shield is designed for carry and most likely sort of up close work, so it may never be as accurate as the M686.