Non-compete clauses are somewhat difficult to enforce, but since you didn’t sign one you’re fine. A business can’t prevent someone from making a living in their chosen field, but it may be able to limit your scope. I have my trainers sign a non-compete, but the only thing it prevents them from doing is taking the clients that I have provided to them. You should be fine.
Since your question is a legal one, you might be the most accurately served by consulting an attorney.
However, you didn’t sign a non-compete. Your job isn’t working out. As long as you aren’t actively asking your current clients at current employer to come with you to the new employer, I don’t see an ethical issue with changing jobs.