You didn’t mention which rendering intent you chose for your conversion. If you are using perceptual you will see a change - even to colors that are within gamut.
Keep in mind your monitor’s capabilities also. If you are judging things by how big a change you see on your monitor, you should also be checking to see whether your monitor’s gamut is going to show you all the colors in the image.
Are you viewing this on ColorThink 2 or Pro? Pro allows you to specify which rendering intent you are graphing.