Hey Pinworm -
Check you Engine Scalabilty settings in the viewport drop down menu. The above spheres are both the Editor Sphere, in Engine Content(in case you don’t’ see it, from the content browser, View >> Check Show Engine Content to True.) In general smoother spheres more edge loops in your modeling program, so if you are using the BSP sphere you would need to increase its tessellation.
Hope that gets you started -
Eric Ketchum