Multiple theories of cognitive vulnerability to depression have been proposed, each focusing on different aspects of negative cognition and utilising different measures of risk. Various methods of integrating such multiple indices of risk have been examined in the literature, and each demonstrates some promise. Yet little is known about the interrelations among these methods, or their incremental validity in predicting changes in depression. The present study compared three integrative models of cognitive vulnerability: the additive, weakest link, and keystone models. Support was found for each model as predictive of depression over time, but only the weakest link model demonstrated incremental utility in predicting changes in depression over the other models. We also explore the correlation between these models and each model's unique contribution to predicting onset of depressive symptoms.