No, it is a yellow fruit related to passion fruit.
Grenadilla = Passiflora ligularis
Passion fruit = Passiflora edulis
I’ve been eating them every day for the last few weeks, can’t get enough of them. 
The seeds do look kinda similar, but the flavor of grenadilla is like tangy juicy fruit, where i find horned melon to be more like borage flower or cucumber, a cool flavor.