SSRIs affect the chemicals that nerves in the brain use to send messages to one another. These chemical messengers, called neurotransmitters, are released by one nerve and taken up by other nerves. Neurotransmitters that are not taken up by other nerves are taken up by the same nerves that released them. This process is termed "reuptake." SSRIs work by inhibiting the reuptake of serotonin, an action which allows more serotonin to be available to be taken up by other nerves.
All three of these SSRIs appear equally efficacious, according to a 1999 study. The rate of patients switching from one class of drugs to another did not differ among the drug classes studied and there was no significant difference in the proportion of patients who switched from an SSRI to another SSRI (or another type of antidepressant), regardless of whether paroxetine (Paxil), fluoxetine (Prozac) or sertraline (Zoloft) was the initial therapy. These three SSRIs therefore are "equivalent in their effectiveness" but they "...are not interchangeable, because patients who discontinue one SSRI for lack of tolerability or response can generally be treated effectively with another." (Reference: J Clin Psychiatry 1999;60:574-579.)