First, you must recalibrate your TV with the digital connection. Often the best setting for component is wildly different from DVI.
Second, it's very hard to predict compatibility between DVI equipment and HDMI equipment. There are many reports of incompatibilities when using DVI/HDMI adapters or DVI/HDMI cables, causing "black crush." Which means worse black levels, not passing blacker than black, etc.
Thirdly, the more "digital" your TV is, the more improvement you will see with DVI or HDMI. For example, DLP, LCD>RPLCD>CRT.