Using the top navigation panel, go to Feedback → Surveys 

Find your survey in the list and select Actions –> Download

This opens a 3 step process:

1. Select the questions to pull into your download (select all to get all open comments)
2. Select the filter / filters you want available in the excel file
3. Add a date range if needed 
4. Select Download by response  

You’ll then receive a csv of your data, it you arrange the comment column by A-Z, you can delete all blank rows to leave yourself with the comment download only and use your filters to do any further analysis.