RGB to CMYK without losing something is difficult because they are different colour gamuts, they don't produce the same ranges of colour.
RGB is additive and CMYK is subtractive, which means some RGB colours won't translate to CMYK which is what causes a shift in colour.
Depends what software you're using
Photoshop/Illustrator/Indesign - they have built-in colour management that will convert RGB to CMYK - you can do this by going to Edito>Convert to Profile and select a CMYK profile that is going to match your print output.
Of course, you need to know your print output to know what CMYK to pick.
They also include 'soft proofing' tools so you can preview the RGB colours shifting to CMYK.
Once you've converted to CMYK you might still need to do manual adjustments to match more closely to the RGB design - but you'd need printed colour samples to see what they look like against the screen.
Printers can help in this regard if you were to give them sample swatches to test and then pick the one that is closest to your screen - then you can be assured that colour reproduces correctly in print.
Some RGB colours, neons, very bright etc. cannot be replicated in CMYK.
This is why most branding starts with using Pantone and picking colours from pre-printed pantone books that you can buy. They often show the RGB, CMYK and HEX equivalent.
Where you pick spot colours for your branding, this can help reduce costs in printing by printing in 1 or 2 colours as opposed to CMYK (4 colours).
With Pantone books you can see the CMYK equivalent in print before committing to that colour - and you can apply that breakdown to your artwork - or you can pick another swatch from the book that might be closer in CMYK variation to the Pantone colour you picked.
All in all - communicate with printers to ensure they know to match whatever Pantone colour you pick.
Or if you're sticking with RGB and CMYK only - then get the RGB converted to CMYK on your end - come up with some swatches of variations of the CMYK and ask the printer to print a sample pack for you - you can then pick the CMYK variation.
However, this leads to issues as different printers would end up with different shades of the same colour.
That's why we pick Pantone colours and reference these to match as closely with in print.