Most fillet knives are made from 420J or Chinese steel equivalent and are not hard enough to hold an edge that acute. I typically take my fillet knives to 23 degrees per side. Then, I sharpen to 1,000 grit diamonds and strop them well. I also keep a kitchen knife steel on the table when I am filleting fish, as the softer steel can bend the edge pretty easily. The good news is, it will straighten quickly with a few strokes on the steel.
That being said, I am strongly considering buying a Knives of Alaska Coho Fillet knife. It has 440C steel, which should keep an edge well and be reasonably rust resistant.
