When understanding any sort of genetically determined trait, it's important to remember that there are often two orthogonal forces at work.
One is the overall concentration of rare mutations. The vast majority of mutations have a negative impact on fitness, so rare mutations (which haven't had enough time to be selected by evolution), almost always are bad across the board. This is why we see an association between IQ and facial symmetry. A random cosmic ray that flips a bit in the genome will lead to transcription errors which cause subtle but persistent problems across the phenotype. Individuals with a high mutagenic load are more likely to have a whole cluster of unambiguously bad outcomes.
The second force at work though are specific tradeoffs made by natural selection. Unlike rare mutations, an allele that's penetrated some fraction of the population comes with both advantages and disadvantages. Otherwise over time, it's penetration would either fall to zero if unambiguously bad, or rise to one if unambiguously good. You're more likely to see this allele have varying penetration for populations in different environments. For example Africans have high rates of sickle cell, because the advantage of malarial protection outweighs the disadvantages. Northern Europeans have high rates of hemochromatosis, because a very high dairy diet creates a high risk of anemia.
With that in mind, it's very hard to disentangle the relationship between phenotypical traits. To a first approximation, high IQ people are mostly those who won the genetic lottery and have low mutational load. You'd expect them to be healthier along virtually every metric.
However, that doesn't tell you if there's a fundamental evolutionary tradeoff. It very well could be the case that intelligence increases the risk of anxiety, schizophrenia or autism. There may be certain design constraints that evolution's working with, where increasing intelligence on the population level comes at too high of a cost in other areas. One example of this is that we know that APOE4, a gene that drastically increases risk of Alzheimers, confers a significant memory and IQ advantage in youth.