Do visual voicemails get saved in a backup? If so how do I get them back on my phone?

I have two 5s's. I took the micro sim out of the one that has service and put it into the other one to see what would transfer. After I put the

sim back into the original phone, I noticed that my voice mails were gone. How do I get them back, some are very very important. I have an iCloud back up on 2/22/15 but it hasn't restored them and everything in my call log before 2/22/15 is missing. Do voice mails get backed up as well?