Mental health risk prediction is a growing field in the speech community, but many studies are based on small corpora. This study illustrates how variations in test and train set sizes impact performance in a controlled study. Using a corpus of over 65K labeled data points, results from a fully crossed design of different train/test size combinations are provided. Two model types are included: one based on language and the other on speech acoustics. Both use methods current in this domain. An age-mismatched test set was also included. Results show that (1) test sizes below 1K samples gave noisy results, even for larger training set sizes; (2) training set sizes of at least 2K were needed for stable results; (3) NLP and acoustic models behaved similarly with train/test size variations, and (4) the mismatched test set showed the same patterns as the matched test set. Additional factors are discussed, including label priors, model strength and pre-training, unique speakers, and data lengths. While no single study can specify exact size requirements, results demonstrate the need for appropriately sized train and test sets for future studies of mental health risk prediction from speech and language.