Yes, We Have. We Call it ABAKADA or the combination of the first four letters in our alphabet.
A - as in App
Ba - as in BAt
Ka - like the sound in CUt
Da - the sound of da in DArk or DArt
E - as in Egg
Ga - as in GAttling
Ha - as in HAs
I - as in Inner
La - as in LAst
Ma - as in MAp
Na - as in NAp
Nga - like the sound of ng in endiNG
O - as in Opposite
Pa - as in PAnt
Ra - as in RAt
Sa - as in SAt
Ta - as in TArt
U - same sound in scOOp
Wa - as in WAter
Ya - as in YArd
As you can see, the consonant letters have the vowels with them when describe as alphabets, to make it sound tagalog, but it is not necessarily included when used in words.
As you can see, the Filipino or Tagalog Alphabets are similar to western alphabets, because it was influenced by it long ago when the Philippines were still under the spanish colony.