Serum levels of creatinine, cystatin C, or b trace protein allow estimation of GFR, but whether these markers contribute additional prognostic information beyond that reflected in GFR is unknown. Here, we analyzed data from the Modification of Diet in Renal Disease study, which provided baseline levels of these markers for 816 participants with a median follow-up of 16.6 years. We examined associations between the reciprocals of these filtration markers and 125 I iothalamate GFR, expressed per SD, with kidney failure and mortality. In univariate analysis, lower GFR and higher levels of each filtration marker associated with a higher risk for all outcomes. After adjustment for GFR in a Cox proportional hazards model, higher creatinine associated with a higher risk for kidney failure but a lower risk for all-cause mortality. Higher cystatin C and b trace protein associated with a higher risk for both kidney failure and all-cause mortality. In models including either cystatin C or b trace protein, the association of GFR with all-cause mortality was no longer significant after the addition of the filtration marker, suggesting the possibility of multicollinearity. In summary, after adjustment for GFR, levels of creatinine, cystatin C, and b trace protein, each remained directly associated with kidney failure but differed with respect to their associations with mortality. These differences may be a result of non-GFR-related associations of filtration markers, residual confounding by GFR, or collinearity between the filtration markers and GFR. b trace protein and cystatin C seem to provide more consistent prognostic information than creatinine.