The analysis of phenotypic change is important for several evolutionary biology disciplines, including phenotypic plasticity, evolutionary developmental biology, morphological evolution, physiological evolution, evolutionary ecology and behavioral evolution. It is common for researchers in these disciplines to work with multivariate phenotypic data. When phenotypic variables exceed the number of research subjects—data called ‘high-dimensional data’—researchers are confronted with analytical challenges. Parametric tests that require high observation to variable ratios present a paradox for researchers, as eliminating variables potentially reduces effect sizes for comparative analyses, yet test statistics require more observations than variables. This problem is exacerbated with data that describe ‘multidimensional’ phenotypes, whereby a description of phenotype requires high-dimensional data. For example, landmark-based geometric morphometric data use the Cartesian coordinates of (potentially) many anatomical landmarks to describe organismal shape. Collectively such shape variables describe organism shape, although the analysis of each variable, independently, offers little benefit for addressing biological questions. Here we present a nonparametric method of evaluating effect size that is not constrained by the number of phenotypic variables, and motivate its use with example analyses of phenotypic change using geometric morphometric data. Our examples contrast different characterizations of body shape for a desert fish species, associated with measuring and comparing sexual dimorphism between two populations. We demonstrate that using more phenotypic variables can increase effect sizes, and allow for stronger inferences.