We demonstrate a passively mode-locked all-fiber laser incorporating a piece of graded-index multimode fiber as a mode-locking modulator based on a nonlinear multimodal interference technique, which generates two types of coexisting high-energy ultrashort pulses [i.e., the conventional soliton (CS) and the stretched pulse (SP)]. The CS with pulse energy as high as 0.38 nJ is obtained at the pump level of 130 mW. When the pump increases to 175 mW, the high-energy SP occurs at a suitable nonlinear phase bias and its pulse energy can reach 4 nJ at a 610 mW pump. The pulse durations of the generated CS and SP are 2.3 ps and 387 fs, respectively. The theory of nonlinear fiber optics, single-shot spectral measurement by the dispersive Fourier-transform technique, and simulation methods based on the Ginzburg–Landau equation are provided to characterize the laser physics and reveal the underlying principles of the generated CS and SP. A rogue wave, observed between the CS and SP regions, mirrors the laser physics behind the dynamics of generating a high-energy SP from a CS. The proposed all-fiber laser is versatile, cost-effective and easy to integrate, which provides a promising solution for high-energy pulse generation.