Much sailboat steering is done by trimming the sails to give different forces fore and aft to start the hull rotating either into, or away from, the wind. The rudder was more a trim tab to either help or compensate for this.
Looking at early (pre radio) model yacht designs the rudders are quite modest, because they are there to maintain a course. With the addition of radio control, rudders with much more authority are needed because they are there to steer.
I imagine that changing couse on a square rigger involved a lot more than just having the helmsman point it in a different direction as in the movies, but would involve a lot of the crew retrimming the sails.