This old posts of mine says it all. Copy n paste:
All 3 of them respect each other's strength and know their place in the strength hierarchy. Sanji knows Zoro is stronger than him and Zoro knows he is below Luffy. Every time it's just two of them, they never play second fiddle to the other. Whenever all 3 of them is together, Luffy always take the lead while Zoro and Sanji stay behind him and perform similar feats and tasks. There is also dialogue like:
-Luffy about Zoro: "Its okay. Zoro can handle anything!" Luffy to Viola about whether Zoro will be okay facing Pica.
-Luffy about Sanji: "Sanji has everything under control. He's real tough!" Luffy to Nami and the minks when Sanji left a letter saying everything is fine.
-Zoro about Sanji: "*sigh* No one would die....the cook is with them...." Zoro to Wanda about one of their crew members being killed.
-Sanji about Zoro: "Dont worry about Tashigi. When push comes to shove, the mosshead always pulls through." Sanji talking to G5 after Monet attacked and these are females were talking about.
About Zoro and Sanji's rivalry....it is a rivalry and they are very competitive, but its not about who is stronger, but about who is BETTER. "I can get a higher bounty! I can hunt better! I can do cartwheels better!"...that type of deal....a dynamic like that however wouldnt work if there was a big difference in strength...