API – sort an external object

I would like to use this API
https://restcountries.com/#api-endpoints-v3-all

This is the link
https://restcountries.com/v3.1/all

In this object, countries are not alphabetically sorted. How can I do it within the function?

const btn = document.querySelector("button");
const output = document.querySelector("#output");
const intake = document.querySelector("input");
const url = "https://restcountries.com/v3.1/all";
let myData = {};
fetch(url).then(function (res) {
    return res.json()
}).then(function (data) {
    myData = data;
    buildSelect(data);
})
    function buildSelect(d) {
        let select = document.createElement('select');
        d.forEach(function (item, index) {
            let option = document.createElement('option');
            console.log(item,index);
            option.value = index;
            option.textContent = item.name.common;
            
            select.appendChild(option);
        })
        document.querySelector('body').appendChild(select);
    }

The code belongs to Laurence Svekis, I’m doing his course, but in his version it’s sorted by API side already.

Thank you!