Hmm, just taking a stab in the dark here. Because like Luma pointed out, your description of the problem isn't terribly clear.
For example, the circle labelled "Illustrator" looks mighty clear to me.

Assuming that the two circles are from different ai files, the jagged file might have have View > Pixel Preview turned on.

And to make it render more smoothly when it's exported, when setting up a New Document, "Align New Objects to Pixel Grid" (under Advanced options) should be checked.

Anti-alias should always be turned on, unless you're using bitmap fonts or something.

Hope this helps.