Many of us have gone on and off either the same AD, or tried different ones in hopes of better outcomes. I have found they cause me more trouble than solutions, so I probably will never take another SSRI (never say never, right?). I assume Zoloft has helped you in the past, so it's natural that if you are having a rough time, you would go back to what works for you.
I was on zoloft a couple years ago and then was off, I just recently started back on them and wishing that I had never stopped in the first place. I am finding that this is the AD that really works for me! Good Luck