Depression medication

I’m writing this for some very needed guidance. I am 33 yrs old and will be 22 weeks pregnant Saturday I’ve always known I’ve had depression but life is hard and just figured it’s the way of life so I never really paid much attention to it as far as taking medication now that I am pregnant I’m not sure if it’s worse or if it’s just more stress being pregnant, living with my in laws, in the stressful process of buying a house or all the above. I told my dr about it and she prescribed me Zoloft says the depression & anxiety could be worse for the baby. I don’t know what to do. Do I not take the medication for the safety of the baby due to possible side affects (which the Dr says are a very low chance) from the medication and deal with the depression or do I take the medication? Help please I’m so lost