There are several different causes to your engine performance issues.
Based on your brief description, I am thinking you have an EGR cooler leaking coolant. The EGR cooler will need to be replaced. The engine oil cooler will also need to be serviced - the servicable portion of that must be replaced too. It is likely the EGR valve will end up being necessary also.
Are you still under 5 years/100,000 miles? If so, it would still all be under warranty with Ford with a $100 deductible. I strongly suggest you see a highly trained Ford 6.0L Diesel tech, as they are invaluable for servicing and repairing these trucks.
Once repaired, to help prevent further issues, make sure to keep your cooling nitrite level checked at every oil change and make sure you err towards changing the oil too often (at 5,000 miles works well). If you add some Ford Cetane Boost to the fuel tank as directed, you will also eliminate some coking build up on the turbo, EGR system and other components. A strong maintenance regimen goes a long way with this engine.
Good luck!