Let me help clear things out, ospfbooks-ohiosp.
QuickBooks Online (QBO) uses the fiscal year set up your company's settings to display on the reports. In line with that, building budgets for grants that are on a different fiscal year than your company's fiscal year is not an available option.
You can learn about combining creating budgets at this link: Create and import budgets into QuickBooks Online.
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The Community is always open if you have other questions. I'll be around to help. Wishing you a great day ahead!