Women are twice as likely as men to suffer from trauma- and stressor-related disorders. The development of improved therapeutic interventions is contingent upon a more complete grasp of both the neural and behavioral dynamics of the stress response in females. The rodent forced swim test (FST) is a valuable animal model for exploring the neurobiological mechanisms responsible for selection of active and passive responses to inescapable stressors, but it is often neglected in 2-day FST studies is the dissociation of innate (Day 1) versus learned (Day 2) coping responses. Here, we used a modified, long-term (4-week) FST paradigm and immunohistological analysis to study the interactions of sex, strain, and housing arrangement on selection of active and passive coping strategies in Sprague Dawley (SD) and Long Evans (LE) rats. We observed significant strain × sex interactions in both forced swim sessions with respect to both passive (immobility) and active (climbing and headshakes) responses. In immobility measures, we observed stable sex differences in SD rats and a stable lack of sex differences in LE rats across tests. In addition, both SD and LE females displayed significantly more headshakes than males during Test 1 and more climbing in Test 2. Most notably, males, but not females, exhibited a cross-test increase in immobility, suggesting that males and females may engage different learning processes in a 2-day FST. These sex differences corresponded to c-fos expression in the medial prefrontal cortex (mPFC), indicating that the mPFC may contribute to sexually dimorphic behavior in the FST.