The mRNA vaccines have undergone multiple RCTs with thousands of participants - much larger sizes than normal. The results of those trials were published - you can read them
here and
here for Pfizer and Moderna's Phase III, respectively. You will not find a similar RCT for ivermectin or HCQ, much less one with such clear outcomes.
Pfizer's vaccine has
full FDA approval. Moderna's does not, but not because of not meeting any evidence-based approach of medicine. The FDA gets 10 months to review their application, and has said that they will make a decision on Moderna in January of 2022. The delay is to get more information on the risk of myocarditis in young men.
All medicines have side effects and none are perfectly effective. It's an error to make an equivalence between drugs based on that alone. Using an undefined standard for 'evidence' to draw a comparison is a further error.
No one is claiming perfect certainty. You have varying degrees of evidence, and varying degrees of efficacy. HCQ and Ivermectin come nowhere close to the standard of evidence and efficacy that the vaccines do. In most cases they've failed to show evidence vs placebo in RCTs.