A central paradigm of life-history theory is the existence of resource mediated trade-offs among different traits that contribute to fitness, yet observations inconsistent with this tenet are not uncommon. We previously found a clonal population of the aphid Myzus persicae to exhibit positive genetic correlations among major components of fitness, resulting in strong heritable fitness differences on a common host. This raises the question of how this genetic variation is maintained. One hypothesis states that variation for resource acquisition on different hosts may override variation for allocation, predicting strong fitness differences within hosts as a rule, but changes in fitness hierarchies across hosts due to trade-offs. Therefore, we carried out a life-table experiment with 17 clones of M. persicae, reared on three unrelated host plants: radish, common lambsquarters and black nightshade. We estimated the broad-sense heritabilities of six life-history traits on each host, the genetic correlations among traits within hosts, and the genetic correlations among traits on different hosts (cross-environment genetic correlations). The three plants represented radically different environments with strong effects on performance of M. persicae, yet we detected little evidence for trade-offs. Fitness components were positively correlated within hosts but also between the two more benign hosts (radish and lambsquarters), as well as between those and another host tested earlier. The comparison with the most stressful host, nightshade, was hampered by low survival. Survival on nightshade also exhibited genetic variation but was unrelated to fitness on other hosts. Acknowledging that the number of environments was necessarily limited in a quantitative genetic experiment, we suggest that the rather consistent fitness hierarchies across very different plants provided little evidence to support the idea that the clonal variation for life-history traits and their covariance structure are maintained by strong genotype×environment interactions with respect to hosts. Alternative explanations are discussed.