Thank you! Setting the current figure by using the set-command solves my problem.
set(0, 'DefaultFigureVisible', 'off');
    fh(1) = figure(1);
    fh(2) = figure(2);
    for i = 1:4
      set(0, 'currentfigure', fh(1));
      subplot(2,2,i);
      plot(randi(10,20,1),'color',[1 0 0]);
      set(0, 'currentfigure', fh(2));
      subplot(2,2,i);
      plot(randi(10,20,1),'color',[0 1 0]);
  end

