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Context-dependent genetic effects, including genotype-by-environment and genotype-by-sex interactions, are a potential mechanism by which genetic variation of complex traits is maintained in populations. Pleiotropic genetic effects are also thought to play an important role in evolution, reflecting functional and developmental relationships among traits. We examine context-dependent genetic effects at pleiotropic loci associated with normal variation in multiple metabolic syndrome (MetS) components (obesity, dyslipidemia, and diabetes-related traits). MetS prevalence is increasing in Western societies and, while environmental in origin, presents substantial variation in individual response. We identify 23 pleiotropic MetS quantitative trait loci (QTL) in an F(16) advanced intercross between the LG/J and SM/J inbred mouse strains (Wustl:LG,SM-G16; n = 1002). Half of each family was fed a high-fat diet and half fed a low-fat diet; and additive, dominance, and parent-of-origin imprinting genotypic effects were examined in animals partitioned into sex, diet, and sex-by-diet cohorts. We examine the context-dependency of the underlying additive, dominance, and imprinting genetic effects of the traits associated with these pleiotropic QTL. Further, we examine sequence polymorphisms (SNPs) between LG/J and SM/J as well as differential expression of positional candidate genes in these regions. We show that genetic associations are different in different sex, diet, and sex-by-diet settings. We also show that over- or underdominance and ecological cross-over interactions for single phenotypes may not be common, however multidimensional synthetic phenotypes at loci with pleiotropic effects can produce situations that favor the maintenance of genetic variation in populations. Our findings have important implications for evolution and the notion of personalized medicine.