No matter how well everything is calibrated, there is a difference between screens that use emitted light to display an image and prints that use reflected light to display an image. Emitted technology, such as monitors, use additive color to create the different colors in an image. Reflected technology, such as prints, use subtractive color to create different colors in an image.

In general, monitors are capable of reproducing more subtle shades in the dark areas of photos than prints are. Depending on types of paper and inks used, as well as the type and quality of the monitor to which the prints are being compared, there are exceptions to this rule. But by and large most color photo printers using high quality photo paper can't discriminate between as many shades of 'near black' as most decent monitors can. In 8-bit space, where there are 256 tonal values between absolute black (0) and full saturation (255), the differences between low values, say from 3-15, can be seen on a monitor. But when we print the image, everything between 0-15 is pretty much averaged to the same value and details are not visible.

There are a number of existing questions and answers here at Photography.SE that address this issue:
Is there a fundamental difference between emitted light and reflected light?
What steps to take to match screen to print?
How can I retain shadow detail in a Low Key print?
What effects do matte, semi-glossy and glossy paper have on the photo?
What is the use of printer profiles when softproofing?
Should I create a monitor profile for each paper?
How to best prepare, print, and display night photos?
How to calibrate image darkness (blacks and shadows) between Lightroom and printers?