Actually, Sergeants outrank Detectives in the NYPD hierarchy, which is how Sgt. Dornan could get demoted to Detective in the sixth season. Here's how it works: everyone starts out as a uniformed Officer.
Cops get to be Detectives through appointments, either for good work or because a particular boss takes a liking to them. Both uniform cops and plainclothes cops can take the Sergeant's exam, which is a straight written exam; each time the exam is given, the department decides that a certain percentage of the testees will be promoted (when James took it, his score was 67th on the list, and the department was promoting the people with the top 100 scores). As a sergeant, James goes back in uniform, but he works regular hours, makes more money and outranks his old pals (except for Fancy).
One side note to the question of rank: while Sergeants technically outrank Detectives, a Detective First-Grade has a bigger salary than a Sergeant. More.
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