Sorting fetched records from a simple formula

Sorting fetched records from a simple formula

I have a simple formula: First_Name + " " + Last_Name + "-" + EID where the result of such is being used as a lookup field across several forms and apps. My problem is that the data in the lookup is not sorted in any manner (i.e. the list in the lookup resembles this: Stephanie, Bill, Nancy, Carl, Steven, Ashley etc).It would only make since that the list of names were at least alphabetized by the first name. Where can I set and/or manipulate this sort? 

Thanks,
Chris