The recently proposed factor graph optimization (FGO) is adopted to integrate GNSS/INS attracted lots of attention and improved the performance over the existing EKF-based GNSS/INS integrations. However, a comprehensive comparison of those two GNSS/INS integration schemes in the urban canyon is not available. Moreover, the performance of the FGO-based GNSS/INS integration rely heavily on the size of the window of optimization. Effectively tuning the window size is still an open question. To fill this gap, this paper evaluates both loosely and tightly-coupled integrations using both EKF and FGO via the challenging dataset collected in the urban canyon. The detailed analysis of the results for the advantages of the FGO is also given in this paper by degenerating the FGO-based estimator to an EKF like estimator. More importantly, we analyze the effects of window size against the performance of FGO, by considering both the GNSS pseudorange error distribution and environmental conditions.