In the output of an export, you can select to sort your results. You can select to order in ascending or descending  order. 

Examples of sort options:

Last Name
First Name
Contact Name
Date Added
Birth date
Sort Key

In the Criteria window, you will be prompted to select the number of relationships to export for each constituent. In the bottom right of the window, click the drop down menu for Order By. Select the field to sort by. When you export the data the relationships will be sorted as selected.