In general, you want to look for low impedance headphones — that will be a major determining factor to how loud they sound. “How loud” is going to be subjective as everyone hears differently.
If you have a set of headphones you like and they are not loud enough for you, you might want to invest in a small format mixer.
The lower the impedance (resistance measured in Ohms) the more volume you will perceive. Headphones are personal... consider comfort as well as sound. Great sounding headphones that are loud enough but uncomfortable are no prize either. If you like the phones but they are not loud enough, I’d recommend getting a mixer or headphone amp to boost the signal.
I have a pair of phones 49 Ohms and a second set that are 37 Ohms... both are plenty loud enough plugged directly to the instrument. But again hearing varies from individual to individual.
(High impedance headphone May not sound loud enough... do you have the specs on your headphones?)
... loudness is discussed here - but impedance also affects the frequency response. Some sources better fit higher impedance because the higher "R" is needed as part of an RC filter to attenuate high frequency noise that would be present otherwise from the ringback caused by too fast of a slew rate (high speed transmission line stuff).