colors dull in illustrator 2020
All of my colors in Illustrator are super dull for some reason. One of my favorite colors is this bright royal blue (0303F6), but when I try to use it in Illustrator, it comes out muted and just plain sad. It does this with every other color I use, too. I'll attach some pictures below.
I'm fairly new to Illustrator, so I have little to no clue what I'm doing. Advice would be greatly appreciated.
Thanks!
Here's the color I want:

And here's Illustrator's take on it:

