There's a few ways to tell, and I think 5.1 will bring even more. But the number one way to tell is that once you capture the pet, your text log will say something like: You have captured Fawn and it is now in your pet journal (or something like that) the color of the pet's name is it's rarity.
Grey = poor
white = Common
Green = uncommon
blue = rare
Hope this helps and sorry it took awhile to respond.