Antidepressants decreasing my sex drive?

I've been on a generic version of Zoloft for about a month for depression, and it seems like it's putting a huge damper on my sex drive. Before I was on this, I wasn't a sex addict, but I had an extremely high libido. Now, it seems as though I'm almost never in the mood. I don't want to get TOO personal I don't suppose, but I don't even want to masturbate anymore. Ever. Is this a problem? If I switched to a different antidepressant would it help things? Any and all help is appreciated.