When she was human, yes.

But as a homunculus... she was like me, but took a much different path. She still retained some of her memories, our master wasn't able to wipe them all away. But she rejected them entirely and wanted to forge a new identify for herself, and destroy everything that remained from her human life.

I don't know if Alphonse or Edward knew all of this. But Sloth was very loyal to our master, and I think they knew that much.