There is a tech that allows this, but indirectly: The Orbital Fleet Center (or Tower or whatever) which makes all your ship in orbit around your worlds to act as a single fleet when under attack.
You get it after you researched the Space Militarisation tech.
While your build and named Fleet won't stay together on your orbital tab, when there's a battle, ALL your orbiting ship act as a fleet; so you got your 3 medium vessels fleet, go into orbit around Earth where 2 space miners are, and the Korx attacks Earth, well you now have a nice 5 Vessel fleet!