This study compared responses from 13,621 African-American, Chinese, Hispanic, Japanese, and White women to a single, global physical activity question. Respondents aged 40–55 years were randomly selected from seven geographic locations in the United States for the 1996–1997 cross-sectional survey of the Study of Women's Health Across the Nation, a longitudinal, observational study of the menopause transition. Respondents rated their activity level as much less, less, the same as, more, or much more than other women their age. Physical activity rating varied minimally by race/ethnicity. The proportions of women who rated themselves much less active and much more active ranged from 3.1% for Whites to 4.8% for Japanese and from 13.6% for Japanese to 16.4% for African Americans, respectively. Multiple logistic regression models, stratified by race/ethnicity, showed independent associations between a low level of activity and higher body mass index, poor health, functional impairment, perceived stress, difficulty sleeping, and not being employed. A high level of activity was associated with excellent health, single marital status, higher education, lower body mass index, and older age. These findings suggest that a comparative rating of physical activity may rank women by activity level within a specific racial/ethnic group but may not capture differences across racial/ethnic groups. Am J Epidemiol 2000;152:678–87.