What the difference between these two phrases :
ils ont VENU chez nous

ils ont ALLÉS chez ma soeur

for me it looks like both of them carry the same meaning:

"they came to us.
they came to my sister"

Question

What the difference between these two phrases :
ils ont VENU chez nous

ils ont ALLÉS chez ma soeur

for me it looks like both of them carry the same meaning:

"they came to us. 
they came to my sister"

Answer

hi well my mother tongue is Arabic but i think that your sentences are incorrect 
Ils sont venus chez nous
Ils Sont allés chez ma soeur
the verb VENIR = TO COME/ the verb ALLER= TO GO
i m not sure i hope a native french speaker can help you good luck :)

Answer

Ils sont venus chez nous - They came to us
Ils sont allés chez ma soeur - They went to my sister

Venir : To Come !
Allez : To Go !