Mary The Trieu does hourlong workouts at a CrossFit gym three to five days a week. She is also 5-foot-3 and weighs 205 pounds.

Ms. Trieu avoids junk food and eats balanced meals, but she’s not on a diet. She works out to keep her weight stable and because she enjoys it.

“As I started exercising, I just got this adrenaline rush,” says Ms....