This size of objects in Zbrush is always a mystery as Zbrush has the tendency to hide it. But the reality is that each object has a specific size in Zbrush even there is no way to know what one except comparing with others.
There are some ways that you can reference the size of objects, one is simply when exporting-importing objects from other programs. In the case of Max also depends of what kind of units Max is set. But for example if you set a box of 2 meters and send it to Zbrush with GOZ after adding it to your object you could have a stable reference of size. Then you can use that 2 meter box as a measure tape for your other objects. If you then scale properly your objects in Zbrush you will get a stable size between your import-exports.
I would like to hear from anyone better ways to know the size of objects in Zbrush, but for now the only way that I have found is comparing with other programs when exporting - importing. Zbrush has no size info and no tools to re size objects when importing or exporting, this means that it is up the external 3d program settings if this happen.