I have been on a couple of anti-depressants (not zoloft), but have found the most relief from a natural supplement called Inositol.....it is amazing and found naturally in the body. It has been studied for depression and is also beneficial for a host of other health issues (eye health, hair, cholesterol, etc). In addition, a clinical double-blind study was done that proved that inositol worked as well as or better than fluvoxetine (Luvox for OCD, depression). I've been taking it for approximately 2 weeks and the difference in my mood swings, racing thoughts, anxiety and demeanor has been amazing (it works on desensitization of the serotonin receptors in brain, so the receptors work better). Costs about $8-10 per bottle of 100 tablets at health food stores......I take 500 mg. 2 x a day and it has been proven safe at doses up to 14 mg. per day (that's a lot!). But again, an amount equivalent to about 1 - 2 grams is very sufficient for relief and I STRONGLY recommend giving it a try!!
I am a health care professional, however, not a doctor....just check with your MD. I know many women who have tried it as an adjunct to their current medication, eventually weaning down their pharmaceutical dosage. Best of luck!