If you're feeding them enough quality hay and the recommended levels of performance feed, then they shouldn't need the sweet feed or extra supplements. Discontinuing the sweet feed may actually help keep weight on them. The sugar and starch in sweet feeds (and most all other feeds too) can negatively change the metabolism of a horse, making them lose or gain weight.
If you need more calories, try adding alfalfa pellets and a fat supplement to thier diet. Fat in the form of stabilized rice bran, flax, or soybean oil can be very beneficial (corn oil can increase inflamation, so I do not recommend it). Feed up to 2 full 3qt feed scoops of Alfalfa pellets a day (if you're feeding a grass hay). That's about 5-7 lbs of Alfalfa. It will add quality calories and nutrition to your horses' diet, without all the negative sugar and starch.