My guess is that you are turning using rudder only. The action you describe is perfectly normal. The rudder causes the wing to bank, which causes the airplane to turn. However the wing is no longer lifting straight up but is tilted also. The amount of lift lifting upward is less so the airplane begins to descend.

The solution is to simply apply a little up elevator to increase lift on the wing during the turn. It may help to think of the rudder as the “bank” control and the elevator as the “turn” control.

(Changing the slope of the rudder would have very little effect either way.)