Not sure if this has always been this way but used Grab today on my 2015 rMBP and the quality of the grab was pretty poor. Previously on my iMac running 10.10 the grab would look identical to the screen, no artifacts. Can someone confirm/test this?
I recommend agains using Grab. It it a very basic utility that doesn't seem to have been updated in years and is still unable to support any other image format but Tiff. The keyboard shortcuts are the preferred way to do it.