First, grep requires specify intermediate characters. For instance, to match SublimeText, you need the regular expression 'S.*B', while in Sublime you could just type 'SB'. (Neither is better, they just serve different purposes.)
Second, grep is not comparable, it's a different tool. For instance, if you would want to open the openCorpus function in the file MainWindow.cpp, in Sublime you'd just type "MWcp@opC", and you are there. While typing the pane and window dynamically update, allowing you to narrow down the 'search space' quickly.
Grep is for searching for text strings in files in the shell or shell scripts. Sublime's Goto Anything is for searching files and symbols in a text editor.
Edit: I like and use both vim and ST2, but neither grep, ctags, nor Peepopen provide the smooth experience of 'Goto Anything'. Of course, conversely vim also has many things to like over ST2 (such as modeful editing that is definitely better than ST2's Vintage).