No. Product and Sprint Backlogs should be organized in priority order.
Themes, Not Epics
To understand the difference between epics and user stories, there's no better source than Mike Cohn's blog entry on the topic. An epic is a large user story that needs to be decomposed before it is pulled into a sprint, while a theme is a collection of related user stories. What you're describing are stories that share a theme, not epic stories.
Sprint Backlogs Are Ephemeral
You're violating some very basic principles by having a Sprint Backlog that contains items not intended for the current sprint. The Sprint Backlog is built during Sprint Planning, and generally contains just the tasks needed to complete the user stories selected for the current sprint.
The Product Backlog is the project's long-term planning tool. The Sprint Backlog is just for the current sprint. Anything not done at the end of the current sprint is either discarded or placed back on the Product Backlog to be (re-)prioritized by the Product Owner.
The Product Backlog is always organized in priority order. What "priority" means is up to the Product Owner, and the Development Team must always peel stories off the top of the Product Backlog. (Note: The Product Owner can change the priority of items in the Product Backlog during Sprint Planning, so there's plenty of wiggle room if the team needs it.)
The Sprint Backlog belongs to the team, and should also be in priority order, although that's not a hard requirement. It's up to the team to define "priority" to suit their own needs. Some projects prioritize low-hanging fruit, while others try to get the hard stuff out of the way first.
Since each sprint should have a single over-arching Sprint Goal, it seems unlikely that a well-run Scrum would have multiple themes in a given sprint, but it is technically possible. If that's the case, then you could certainly do a stable sort by grouping your Sprint Backlog items first by theme, prioritizing each theme, and then prioritizing at the story- and task-level within each theme.
I will strongly suggest that if your Sprint Backlog is complicated enough to require comprehensive sorting, then you are probably doing something wrong at the Backlog Grooming or Sprint Planning levels. The entire process is worth discussing during your Sprint Retrospectives, at any rate, since each team's needs will vary.