When discussing Horcruxes - Hermione tells the boys what she learnt from Secrets of the Darkest Art:
“Isn’t there any way of putting yourself back together?” Ron asked. “Yes,” said Hermione with a hollow smile, “but it would be excruciatingly painful.” “Why? How do you do it?” asked Harry. “Remorse,” said Hermione. “You’ve got to really feel what you’ve done. There’s a footnote. Apparently the pain of it can destroy you. I can’t see Voldemort attempting it somehow, can you?”
-- The Deathly Hallow, Chapter 6 - The Ghoul in Pajamas
Though we know that Grindelwald explored deeper into the Dark Arts - there has been no evidence that he actually created a Horcrux. However - there seems to be evidence that he did express remorse.
“Grindelwald tried to stop Voldemort going after the wand. He lied, you know, pretended he had never had it.” Dumbledore nodded, looking down at his lap, tears still glittering on the crooked nose. “They say he showed remorse in later years, alone in his cell at Nurmengard. I hope that is true."
-- The Deathly Hallows, Chapter 35 - King's Cross.
Through the books - Dumbledore's message has been that Love is a very strong power - and from Hermione's discovery - remorse seems to be equally powerful. And Grindelwald was capable of one of those feelings atleast. Voldemort never showed either. So I guess that makes Grindelwald more skilled. Like Dumbledore - he had some restraint even though he may have been capable. Of course - Voldemort seems to be the more powerful one.