Difficult question to answer without more info.
What sax/instrument are you using?
Some sampled saxophones for example may just have samples of basic notes, and that's all you'll get. Others may have many velocity layers and often the highest velocity samples play flutters or squeals or bends, depending on how they are set up. Others may have keyswitches or modwheel settings so that you can choose and program different articulations.
Synth "saxes" are less likely to have flutters etc, but may have filters set for different velocities.