Convoy
a fleet of merchantmen under the protection of a ship or ships of war, or the ship or ships appointed to conduct and defend them from attack and capture by an enemy. In military language it is used for escort. Convoys were largely employed by the Allies in moving troop ships in the World War (1914-1918), as they supplied the best protection against submarine attacks.
The transport of United States troops to Europe in 1917-1918 was under convoy, and not a ship was lost.