It is important to explore how scientists decide their research agenda and the corresponding consequences, as their decisions collectively shape contemporary science. There are studies focusing on the overall performance of individuals with different problem choosing strategies. Here we ask a slightly different but relatively unexplored question: how is a scientist's change of research agenda associated with her change of scientific performance. Using publication records of over 14,000 authors in physics, we quantitatively measure the extent of research direction change and the performance change of individuals. We identify a strong positive correlation between the direction change and impact change. Scientists with a larger direction change not only are more likely to produce works with increased scientific impact compared to their past ones, but also have a higher growth rate of scientific impact. On the other hand, the direction change is not associated with productivity change. Those who stay in familiar topics do not publish faster than those who venture out and establish themselves in a new field. The gauge of research direction in this work is uncorrelated with the diversity of research agenda and the switching probability among topics, capturing the evolution of individual careers from a new point of view. Though the finding is inevitably affected by the survival bias, it sheds light on a range of problems in the career development of individual scientists.