Hi Michelle,
Coding is required to have "City" show up in whatever you use for your "grader" report (what is commonly referred to as "the gradebook"). If the field doesn't exist in the report you naturally would not be able to sort on it. This forum mentions the coding required to add such a field. Once you have added a field such as this, in this manner you will be able to sort based on that field.
IOW, I don't see a way to accomplish your objective without coding.