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This will be a matter of opinion. I think that a compelling case can be made for each possessing its own level of tragic condition. From my point of view, I think that the destitution and economic condition that plagues the characters in Steinbeck's work makes it a bit more tragic than Fitzgerald's. There is a moral depravity that is in Nick's world and his perception of it in Fitzgerald's work, but there is an economic depravity that has hollowed away the people who live in Steinbeck's work. I think that this condition makes it more tragic because it makes the idea of transcending this hollowness almost impossible. At its most basic element, Nick is able to walk away from the depravity he sees. He recognizes its futility in Gatsby's life and death and takes something away from it. This sense of sojourning by choice into the future is not entirely evident in Steinbeck's world of the Soledad. The characters are hopelessly bound to an economic condition of limitation that controls them. When Slim needs to steady George after what he did, there is not a feeling of confidence in the future. The fact that Carlson speaks the last words reminds the reader that the "worst are filled with passionate intensity." This ending is more tragic than the vision rendered in Fitzgerald, contributing to the greater sense of hopelessness that is evident. It is here and because of the economic reality that is ceaseless that I feel that the greater level of tragedy lies with Steinbeck, but I concede that it is something where tragedy is painful existent in both with the death and suffering that results in the hope of dreaming.
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