Welcome to the forum. There are quite a few of us who have experienced exactly what you have experienced...a large weight gain while on Zoloft.
I've personally had a very large weight gain over the last 6 years. The Zoloft is great for my OCD but heck on my body. It's frustrating and I've spent many a night crying about it.
Then I read something somewhere. An author asked "If I am fat, is that the worst thing in the world I can be? Is it worse than being a liar or a cheat or a thief or something equally as bad?" That got me to thinking...My OCD is under control, I function like my old self and I carry around extra weight. While I'm still not happy about it and still feel bad about it sometimes, other times I remind myself of those questions...Is this the worse thing I can be?
Hang in there...There is support on this site. We just all have to come together and demand that the drug companies do more research and come up with a better alternative.