Preview Sounds different to applied effect.

Hey,

I have had this issue a few times and I have no idea why it is happening. 

I have a nice stutter VST (third party) on a waveform view on the effects rack. I listen to the preview, sounds awesome. I then apply the effect and it sounds completely different and there is no stutter it just sounds a bit deeper and totally different. 

Can someone help me? I saw something about Bit Rate etc and pre rendering tracks but this doesn't help at all. 

Thanks! ❤️