The default file name template for a JEX export is mm_dd_yyyy.jex. I often take and store JEX snapshots as backups and changing the default name to yyyy_mm_dd.jex will make them sort properly. Thank you.
You can change the date format in settings, this will affect the default file name.
Great, thanks for pointing that out.
If you use the Simple Backup Plugin you can automate the taking of a JEX backup of your note data (and some other important files) to a path of your choice. Also in the Advanced backup plugin settings you can set the date format for the backup so you can have a different date format for the backup set than you use in the main Joplin app itself.

The plugin can be downloaded from within Joplin by searching for backup within Options > Plugins.