Every musical note is composed of a fundamental frequency and overtones. What distinguishes a C note on the oboe from a C note on the piano are these overtones.
A sub will be produce the fundamental frequency with a few overtones depending on the instrument. If you listen to the lowest note on a pipe organ for example, you will hear the fundamental frequency of 16 vibrations a second and a few overtones up to the cut-off frequency of the sub. For the vast majority of music, your sub will produce the fundamental frequency and your mains will reproduce the overtones. So when you listen to just your sub, expect it to sound like a feeble beast that's had the wind knocked out of it and is now burping, farting, moaning and groaning. When you turn on your mains, they'll add the overtones that define the music.
Now having said all of that, your sub may just be crap
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