And they much prefer it when there's a major championship at stake. The all-Williams showdown, set up by their easy victories Monday at the U.S. Open, comes earlier this time.
This time, Williams vs. Williams is only a quarterfinal.
"It's so soon," Serena said. "You know, it's just disappointing to be so soon."
Both advanced through the fourth round without a challenge. The No. 7-seeded Venus dismissed No. 9 Agnieszka Radwanska of Poland 6-1, 6-3, before No. 4 Serena dispatched wild-card entrant Severine Bremond of France 6-2, 6-2 at night.
"Even the semis would have been better than the quarterfinals, but at least one of us will make it to the semis," Serena told the crowd during an on-court interview. "I've got probably the toughest match of the tournament coming up next, so I've got to be ready."
Some sisters make plans to go shopping together, say, or to catch a movie. These siblings keep running into each other at their sport's highest levels.
Venus beat Serena for the title at Wimbledon in July - their seventh major title match - and Wednesday will mark the first time they've squared off at consecutive Grand Slam tournaments since 2003.
Both have dealt with injuries and inactivity that stalled their dominance, but clearly they are back at the height of their powers. "The best part is that we're still here," Venus said, "going stronger than ever, in my opinion."
They've played 16 times as professionals, with each winning eight. That includes 10 meetings at major tournaments, with each winning five.
"I would love to have a winning record," Venus said. "I have a chance."
Because of the luck of the pre-tournament draw, they were placed in the same portion of the bracket in New York - much to the disappointment of them, U.S. Open organizers and TV types. Even other players.
"For sure, it would have been better for the crowd if it was a final," Bremond said. "It would have been a very good final."
That certainly rings true: Serena has lost a total of 14 games through four matches at Flushing Meadows; Venus has dropped 15. Of the eight women left in the tournament, only two have won a Grand Slam title - Serena leads all active players with eight, and Venus is right behind with seven.
They won every U.S. Open women's singles championship from 1999 to 2002, meeting in the finals the last two years of that span - it was their ascension that prompted the U.S. Open to move the women's final from Saturday afternoon to Saturday night. Since 2002, though, Serena hasn't made it past the quarterfinals here, and Venus has only reached one semifinal.
"I just feel like, you know, we're both playing better and feeling better," Serena said. "We just had a turn in our careers. We're just playing the way we should play."
Also advancing Monday were No. 6 Dinara Safina, who defeated Anna-Lena Groenefeld 7-5, 6-0, and No. 16 Flavia Pennetta, who beat No. 32 Amelie Mauresmo 6-3, 6-0.
In men's action, No. 1 Rafael Nadal held off 55th-ranked Sam Querrey, a 20-year-old Californian who never before had been to the fourth round at a major tournament. Querrey hung in during extended baseline rallies, and even briefly led in the third set, before losing 6-2, 5-7, 7-6 (2), 6-3.
Nadal owns four titles from the French Open and one from Wimbledon, but he's never been as far as the U.S. Open semifinals. He'll try to take care of that gap on his resume when he meets another unseeded American, Mardy Fish, in the quarterfinals.
Also advancing: No. 17 Juan Martin del Potro of Argentina, who ended the run of Kei Nishikori, the first Japanese man to reach the U.S. Open's fourth round in the 40-year Open era. Del Potro won the contest between teenagers 6-3, 6-4, 6-3 for his 23rd consecutive victory.
Del Potro will face No. 6 Andy Murray, who beat 10th-seeded Stanislas Wawrinka 6-1, 6-3, 6-3. Tempers flared when the two played in Rome in May.
Murray claimed del Potro insulted his mother during a first-round match. Judy Murray provided vocal support for her son from the stands.
Del Potro nearly hit Murray in the head with a ball in the second set. The Argentine retired while trailing 5-7, 6-4, 1-0. Murray was asked Monday if he was surprised del Potro hadn't tried to clear the air.
"I've known him since we were really young," Murray said. "Doesn't really bother me. I wasn't great friends with him before. I don't need to be friends with him now.
"So, no, I'm not surprised."
Fish serve-and-volleyed his way past No. 32 Gael Monfils in straight sets. As for facing Nadal?
"I feel like a guy with my style of play is someone that he doesn't want to see," said Fish, who won the point of 45 of 69 trips to the net. "You've got to be able to finish points quickly. He's going to last longer than anybody. He wants to keep the points as long as possible and run the guys down, kind of body-blow after body-blow."
Nadal, who's won 42 of his past 43 matches, had to work hard to wear down the 6-foot-6 Querrey. When Nadal served for a two-set lead, Querrey broke him at love. When Nadal was trying to put the kid away, serving with a 4-2 edge in the fourth set, Querrey compiled seven break points.
"The match was crazy like that, no?" Nadal said.
He saved each of those seven break points, though, and that pretty much was that.
"He had to earn it," Querrey noted proudly. "I didn't just give it to him."
Venus faced what theoretically should have been an opponent to be taken seriously: Not only is Radwanska ranked in the top 10, but she won her only previous match against the elder Williams sister and she upset then-defending champion Maria Sharapova at last year's U.S. Open.
Radwanska needed 27 minutes just to claim a game this time, and never came up with a reply for Venus' constant forays forward. Venus won the point 25 of 34 times at the net, and she put together a remarkable 33-11 advantage in winners.
"She was playing very aggressively, going to the net all the time. There was nothing I could do," Radwanska said. "She was too good."
Bremond offered essentially the same analysis after trying to slow Serena, who finished with a 24-10 edge in winners. Asked to define her on-court sibling rivalry, Serena called it "classic" and "unique."
No argument there.
What about "difficult," given the prospect of trying to have success at a sister's expense?
"No. Not anymore," Serena replied. "Just another match. Another possibility for me."