complex – How to factor a polynomial expression with variable coefficients (and imaginary values)

How can I factor terms with variable coefficients?

For example for the expression: $x^2 + a$

I know that I can factor this to: $(x+isqrt{a})(x -isqrt{a})$

How do I do this in mathematica?

I would’ve expected something like Factor(x^2 + a, x) but I don’t see anything like this so far.