Colour change in psd to jpg

Hi,
I am facing a hard time understanding this. So when im working on an illustration, photoshop shows one colour and when i finish and export it to either jpg or png with srgb ticked and ICC profile ticked, it still changes the colour. It goes to a dull colour. So when i transfer the file to my mobile and view, it is showing that dull colour. If the 2nd muted colour is my actual gamut, where can i change that settings to see that in photoshop too. Its like photoshop gives bright colours only while inside photoshop. My colour settings are in srgb only. As a digital artist, it really is a pain. Hope im clear enough. Pardon my language. Thanks in advance.
