I do that too. I buy boneless beef sirloin strips, tenderloins, etc. and slice them into steaks and roasts. I do the same with pork loins. I typically use a chef's knife or even a slicer (carving knife). For slicing whole cuts of meats, you need a stiff sharp blade to give you straight cuts so each steak is uniform in thickness.
A filet knife for fish is completely different. It's a thin flexible blade you can easily work to cleanly remove the flesh from the sides of a fish.
I don't think yo need a set. One knife for slicing meats and another for fileting fish. Depending on what you already have, you may only need one knife.
"If you want to make an apple pie from scratch, you must first create the universe." -Carl Sagan