While the Australians managed to get near the All Blacks in all three of their meetings this year and at one point led in every match, the all-conquering Kiwis now hold the impressive statistic of 33 Test wins from 37 starts since their devastating World Cup loss to the Wallabies in 2003.
"I think you've got to be good at everything, don't you," Connolly said on news24.com, when questioned about what it will take to stop the Kiwis.
"We played them three times during the year. The first time we played them, we coughed up four tries on the back of our mistakes. The next two games, we were an inch or two of getting away with them.
"So there's confidence in this team that we're good enough, we're close enough."
Connolly's confidence is supported by former All Blacks assistant coach and current Western Force Super 14 boss John Mitchell, who believes form at the finals stage of the tournament is the only thing that matters.
"It doesn't really matter what happens between now and the pool games. It's what happens at quarter-finals, semi-finals and finals time, as I know," Mitchell said.
"France spiritually at home have got an opportunity, South Africa are very good at the one-offs. Most sides are probably seeking that opportunity."