Normally, the exported audio will sound
exactly the same as it did while you were playing it back within SONAR. Assuming, of course, that nothing external to the DAW is changing the sound.
Because SONAR will not alter the EQ during an export, the most common reason for differences is that the playback software you're using is altering the EQ.
That's not the
only cause, but it's the only one that doesn't come down to user error. Here's some advice for eliminating user error:
1. Route
all of your audio tracks to one bus, usually named "Master". Verify that all your tracks go there by muting the master bus during playback - everything should go silent. The output of the master bus (and nothing else) should go to the hardware outputs.
2. When exporting, make sure "Entire Mix" is selected, and all the checkboxes under "Mix Enables" are checked except "audible bounce" and "live input". However, if you do check "audible bounce" you'll be able to hear what's being exported and thus verify that it still sounds the same.
3. If you do the above and are still getting an audible difference, you can determine if the exported file is being altered by the following:
- add an audio track to your project
- import your exported file into that track
- either route that track to the hardware outputs, or route it to the master bus and disable any effects you might have on the master
- solo the track and play it back. If it doesn't sound different, then the problem is with the software and/or playback device you're using to audition the file. If it does sound different, revisit steps 1 and 2.
This is based on the assumption that you're comparing your export on the same speakers and in the same room where you'd been listening to your project. Just in case I'm assuming too much...
Mixes often sound different - sometimes drastically so - when you play them on other systems, e.g. a portable player or smartphone, or in your car. That's not the fault of your mix. It's just that different systems, playback devices and - most important - the various spaces in which you might be listening will always sound different. What sounds good on your studio monitors may sound like crap on your hi-fi or in your car. It might still sound OK, but it will definitely be different. But that's a topic for another thread.