The short versions of the General Health Questionnaire (GHQ-12), Beck's Depression Inventory , and Mental Health Index (MHI-5) are all valid and reliable measures of general psychological distress, depressive symptoms, and anxiety. We tested the psychometric properties of the scales, their overlap, and their ability to predict mental health service use using both regression and machine learning (ML, random forest) approaches. Data were from the population-based FinHealth-2017 Study of adults (N=4270) with data on all of the evaluated instruments.Constructive validity, internal consistency, invariance, and optimal cut-off points in predicting mental health services were tested. Constructive validity was acceptable and all instruments measured their own distinct phenomenon. Some of the item scoring in BDI-6 was not optimal, and the sensitivity and specificity of all scales were relatively weak in predicting service use. Small gender differences emerged in optimal cut-off points. ML did not improve model predictions.GHQ-12, BDI-6, and MHI-5 may be interpreted to measure different constructs of psychological health symptoms, but are not particularly useful predictors of service use.