The Henry will be just as accurate, just as dependable, just as enjoyable, and as a big bonus, it'll be a lot cheaper to buy.
The biggest problem with a Henry is the finish. Their bluing leaves a lot to be desired, and the receiver is powder coated, painted or something. Of course the Marlins have a good finish.
I've owned both, two Marlins, and a few Henry's. Either will serve you fine for small game.