No. You do not need to change sand unless you get it gooped up using something like Baquacil. I recently bought a new sand filter but the one I replaced still had the same sand in it that has been used for the past 12 seasons and it is just fine. I sold the filter to somebody and they are still using that sand. Sand does not wear out.

Have you backwashed the filter recently? If not, try that and see if it helps. Also, after you backwash, note what your clean filter pressure is so that whenever you see an 8-10psi rise in pressure, you'll know it is time to backwash again.