Assuming you are referring to an Xperia phone, Android has issues controlling the hardware gain on the Dragonfly. Even if your system volume is full the device is at a low volume setting.
Try USB Audio Player Pro from the play store. It has it's own driver which bypasses the Android sound system and can control the hardware volume on the Dragonfly.
Audio-quest suggests that you max out the system volume and use the hardware controls.
Edited by nirudhap - 9/2/16 at 11:30am