Since its inception, Sigma Gamma Rho has promoted unity among women and for years many alumnae chapters worked with individuals who were not members of Greek-lettered organizations. These women were organized into auxiliaries that had various names until 1954 when the sorority officially approved the organized affiliate group and accepted the name of "Philo" (meaning, "friend") as their official name.

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In 1980, the Philos were organized on a national level and have grown to represent hundreds of women organized on a regional level as well. The Philos have contributed countless hours of community service and thousands of dollars to aid Sigma Gamma Rho's aim to enhance the quality of life within every community.