Large formal clinical trials have a control group that gets a placebo and neither the participant or the person administering the doses knows which a participant is given. Then the participants go about their lives, other than the monitoring that’s required.
Over 41,000 people got the two doses of the Pfizer vaccine.
Pfizer stated “There were 10 severe cases of COVID-19 observed in the trial, with nine of the cases occurring in the placebo group and one in the BNT162b2 vaccinated group.”
“170 confirmed cases of COVID-19 were evaluated, with 162 observed in the placebo group versus 8 in the vaccine group.”
Source: https://www.pfizer.com/news/press-release/press-release-detail/pfizer-and-biontech-conclude-phase-3-study-covid-19-vaccine
So there are no guarantees, but the odds are in the vaccines favour for efficacy. I think most of the hesitancy centres more around safety concerns and long term effects, not effectiveness.