DNA methylation age (MA), brain age (BA), and frailty index (FI) are putative aging biomarkers linked to dementia risk. We investigated their relationship and combined potential for prediction of cognitive impairment and future dementia risk using the ADNI database. Of several MA algorithms, DunedinPACE and GrimAge2, associated with memory, were combined in a composite MA alongside BA and a data-driven FI in predictive analyses. Pairwise correlations between age- and sex-adjusted measures for MA (aMA), aBA, and aFI were low. FI outperformed BA and MA in all diagnostic tasks. A model including age, sex, and aFI achieved an area under the curve (AUC) of 0.94 for differentiating cognitively normal controls (CN) from dementia patients in a held-out test set. When combined with clinical biomarkers (apolipoprotein E ε4 allele count, memory, executive function), a model including aBA and aFI predicted 5-year dementia risk among MCI patients with an out-of-sample AUC of 0.88. In the prognostic model, BA and FI offered complementary value (both βs 0.50). The tested MAs did not improve predictions. Results were consistent across FI algorithms, with data-drivenhealth deficitselection yielding the best performance. FI had a stronger adverse effect on prognosis in males, while BA's impact was greater in females. Our findings highlight the complementary value of BA and FI in dementia prediction. The results support a multidimensional view of dementia, including an intertwined relationship between the biomarkers, sex, and prognosis. The tested MA's limited contribution suggests caution in their use for individual risk assessment of dementia.