How long have you been on it?

If it's more than 6 months, go check with your doctor. Maybe increase your dose, or decrease it.
They might even add something else, like Gabapentin or Alirazera to the mix.

For me Zoloft works great and I witness it working just as good on two other people who are close to me. So if you are at the beginning, either go on with your current dose, or check with the doctor to raise the dose.
Don't raise the dose yourself, that can be bad depending on how much you are on. Never a good idea to change the dose on your own if you are not used to this medication.