If they are on their sides they can either be dead or sleeping. It's hard to know without actually visualizing their gills moving. I've had fish on their sides in the spring come back to life after appearing dead.
I have noticed that if they are on their sides then they are either really sick or weak. As a result their outcome come spring is more tenuous.
During the winter is your pond completely frozen over? Do you have any area of the pond that's not frozen ? Even a slight hole in the ice so that gas can escape? If the answer is no, then I recommend getting a pond de-icer or a trough de-icer so that you can keep a hold in the hose all winter long. This helps gas escape from the pond. Without the hole gas can build up under the ice and restrict oxygen exchange and pretty much suffocate and poison your fish under the ice.
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