Sertraline is the logical first choice SSRI. I regard it as perceptibly superior to all the others.
Sertraline probably has a significant activity for boosting dopamine, relatively somewhat stronger than venlafaxine’s for boosting noradrenaline (venlafaxine is supposed to be a “SNRI’). This may relate to sertraline producing significantly greater improvements in cognitive and psychomotor function especially in elderly patients.
Sertraline probably has more claim to calling itself an 'SDRI' ('dual action' serotonin and dopamine reuptake inhibitor) than Venlafaxine does as an SNRI. See 'receptor affinities'.
As you can see from the above, and from other data in 'Psychopharmacology update notes', the fashion drug companies have created now is to name and 'classify' new drugs in accordance with marketing priorities, rather than placing emphasis on an accurate description of their pharmacological properties.
There is better evidence for a robust antidepressant effect from sertraline than for any other SSRI, both in the short and long term treatment of depression. Indeed from Anderson's meta-analysis it is the only SSRI that looks as if it's efficacy may be a better than the 'TCAs' (rather than worse, which is what most of the SSRIs appear to be).
On top of this it also has the best pharmacological profile as well. That is of practical, as well as theoretical, importance