Depending on the speakers and their efficiency ratings, their "loudness" will not be the same when the dial on the reciever is in the same position. This means, the less efficient the speaker, the more power it will take to reach the same SPL as a more efficient speaker....this is something that Brad referred to in one of his posts.
That said.....it is OK to turn the volume up on the receiver to make the speakers play as loud as your previous speakers.