I've been reading through the Wayfair stuff from the past day or two & am reminded of why I initially got my son into taekwando. I recommend it for everyone. They'll learn self defense skills for sure, but the best thing they can learn is to yell when someone grabs them.
Many times kids do not say a word because they're too trusting of an adult that approaches them confidently. At our academy, each class has a section that teaches them how to yell and how to break grip. These two things might just save their lives and save you a lot of heartache.
Good advice, OP.
I'm a black belt in Kyokushin karate and my 9 year old, daughter trains with my in my club.
What I did before she was okd enough to begin formal training in Kyokushin, was to buy the Gracie Jiu-jitsu 'Bully Proof' program from their website. I highly recommend it for all children, the instructional videos are very clear and well put together and they cover things like releases from wrist grabs and how to resist being pulled or pushed along by a kidnapper.
They teach your kid basic tools to handle most conflict situations in a fun, play-like atmosphere.
https://www.gracieuniversity.com/Pages/Public/Information?enc=5ruAJc3RhhlwP%2bWe1ep5rQ%3d%3d