Here is a classic answer: the hall-patch relation describes that the yield strength of a material increases proportional to squareroot of the grain size. Hall-Patch is the only classic strengthening mechanism that DOES NOT reduce ductility. read more
Coming back to the original question: in principle there is no relation between grain size and ductility, although in some metals, e.g. in (HCP) Mg, a finer grain size does help to achieve more ductility as already pointed out above. read more