Whatever tool you feel confident with. I'd go with Curves Adjustments.
What you art seeing is perfectly normal and expected. CMYK spaces are narrower than RGB.
I assume that you're talking about prepress printing for books, calendars and such.
If you are printing to an inkjet printer, you should NOT be working with CMYK at all. ALL inkjet printers expect RGB image files. So do practically all commercial photo printing labs and services.