Inclusion Criteria:  Age 18-65 years Diagnosis of recurrent MDD* > 3 months >26 score of MADRS Participant is a permanent resident of Rawalpindi/Islamabad so that follow up is easy  Exclusion Criteria:  Age <18 or >65 years Presence of any other psychiatric disorders (other than MDD) Presence of any organic causes of depression like drug abuse, hypothyroidism, anemia, Cushing syndrome) (Attach reports**) Any physical, cognitive or language disability to perform the cognitive tests Risk of suicide Resistant to previous treatments with either of the interventions (Vortioxetine or Venlafaxine)  DSST score >70 at baseline visit  According to Diagnostic and Statistical Manual of Mental Disorders (DSM-IV-TR) ** Lab tests:  1. Urine drug test for drug abuse 2. Serum TSH to exclude Hypothyroidism 3. Serum Hb to exclude Anaemia 4. Serum Cortisol to exclude Cushing syndrome