Well, you always have to be careful about which things you compare - if you have any particular examples of two songs that you compared against each other, that would help with providing further hints.
There is one very basic thing when comparing modules that's very important: The number of channels. I have observed that often it seems easier to make a clean and loud mix in e.g. a 4-channel ProTracker MOD, simply because you don't have the opportunity to layer dozens of instruments that fight against each other and phase cancellation is less likely to happen, etc. This is a bit more difficult to handle in a multichannel module.
Comparing against modules with clipped samples is also a bad idea, even if they might appear louder.
Another random hint: Try to play with global volume to make loud parts of the module more quiet if you want to maintain a constant volume level. Watch the waveform of your module in an audio editor (loading it into a sample slot in OpenMPT is good enough for that) and see if you spot any quiet parts. If so, slowly fade down the volume on all other parts and then in return raise the sample / VSTi volume in the General Tab.