Hi Allon,
Thank you for your interest in Syncfusion products.
The GridControl does not have default property to sort the columns with column header and by methods. However It can be achieved with Data.SortByColumn method in GridControl. In that method the IComparer object is used to sort the data's in GridControl. I have attached a sample that illustrates this better.
Refer the sample in below link, it demonstrate the Sorting in GridControl.
http://files.syncfusion.com/support/samples/Grid.Windows/7.3.0.20/Forums/GridSort.zipPlease let me know if you have any queries.
Regards,
Lingaraj S.