Unfortunately, that can sometimes be the case with sororities. If you do think at a later date she is a female you can always try leaving her in the sorority in something like a breeders' net. I used to do that with highly aggressive females as after about a week of visual but not physical contact with the other females they tend not to react so violently.
However, it doesn't work with some females. I had a couple who had to live by themselves permanently.
Here was what a 'female' from my first sorority looked like when I got her. Even then I had my suspicions.
This was him a few months later
I've found the angle and size of the anal fin can be a good indicator as to whether the fish is male or female. Males seem to have a bigger and more angulated anal fin than females.
Also if your female is light coloured you should be able to see the ovaries.