Have you checked if the rudder is reaching the stops on the quadrant on both port and starboard full lock?
If it is then the rudder is not centralised on the shaft. This can be adjusted by loosening the quadrant on the shaft and moving it round to the central position.
If the rudder is not reaching the quadrant end stops both sides then the rudder may be catching on the hull on one side. This can happen if the rudder (shaft) is set too high. The rudder can be lowered to correct this by undoing the top nut a turn or two (but be careful not to undo too much or the rudder will drop!). Also remember to re-tighten the locking arrangement (usually a grub screw or equivalent).
Of the two possibilities, the first is the most likely; I think you would know if the rudder was hitting the hull.