I wish!

The best I've been able to do is to always name my fleets that contain certain types of ships, then sort alphabetically.

Something along the lines of all fleets containing transports have the first letter of their name be A, Colony ships, the letter B,  fleets that are otherwise important might start with the letter Z, for example. Fleets that are just hanging out usually don't bother changing the names from whatever the game generates.

It's a hassle, but it makes it a bit easier.

Although at first I thought this would solve the problem, it doesnt work unless your transports are not part of a fleet, as the fleet name appears in the ship list instead.  I was hoping but it doesnt help.  thank you for the suggestion though.  I'll keep trying to think of ways to do this.