No. If the adset is winning, leave every ad inside it alone and scale the budget instead. This holds even when one ad in the set has an obviously worse cost per result than the others.
The reason is that the ads are working together rather than competing. The expensive ad is often doing cold prospecting against people who have never seen the brand, and the cheap ad is converting people that the expensive ad warmed up. The blended number is the real number. Remove the ad that looks like it is losing money and you frequently remove the reason the other ad was cheap.
There is a worked failure case worth knowing. An account had one ad running consistently and profitably for months when facebook abruptly cut its spend to zero and moved the budget elsewhere. The team turned off the other ads to force spend back onto the proven winner. Facebook responded by barely spending on that adset at all, and because that campaign was feeding the retargeting and catalog campaigns downstream, the whole account went with it.
Judge at the adset level first, always. Only when the adset itself is losing do you go inside it, and even then you are looking for one specific ad that is absorbing most of the spend and producing nothing, not tidying up everything that looks weak on paper.