Visual Studio Code on the left, and Sublime Text on the right:

Python colors are close to accurate but not exact.
May be subtle to see, but I think one of the bigger differences is the saturation in the pink import color which is more colorful in Sublime Text. The same goes for the blue of print(). Overall it seems like Visual Studio Code is slightly more desaturated.
Is this due to limitations in Visual Studio Code, or can it be fixed?