Hopkins is certainly no slouch in the humanities, though very few choose to major in those subjects. Writing, history, and art history are all extremely strong, as are several of the language departments (German, Near Eastern studies, etc.). In the arts, Peabody is highly regarded for music. Penn really only has a noticeable edge in classics and to a lesser extent philosophy, though neither is particularly strong in the latter. Any differences between Hopkins and Penn in the humanities are minimal to nonexistent, especially at the undergraduate level.
The social sciences are a different case, as Penn dominates in that arena. Penn is especially strong in anthropology and linguistics but also fares well in econ, psych, sociology, and poli sci. The main standout program in the social sciences at Hopkins is IR.