The thesis statement that you propose is quite workable, however, would you consider focusing on how Charlotte Perkins Gilman uses society as an empowering force for women in Herland and then uses society as a disfranchising force for women in "The Yellow Wallpaper"?
From a teacher's point of view, I foresee that the comparison and contrast of such different types of characters (even though they are all females) may end up leaving you the way you are now: with an overall wonder of what a good thesis statement for such an analysis would be. However, if you use the setting of the works, the style of the author, and the purpose of the author to develop your argument, you may find more evidence to create your statement.
Herland, which is a novel, presents a number of different events that change the lives of Alima, Celis, and Ellador as they become the first women of their land to have any contact with a male specimen. Because so many events occur, the women experience everything from role-reversal, to awkwardness, to anger, to love, and a series of emotions that make their characters quite dynamic and worth of analysis. Perkins Gilman clearly used capacity, independence, self-reliance, communitarian power,and resiliency as traits to develop her female characters.
On the other hand, in "The Yellow Wallpaper", the main character is a very static character who does not undergo any major chance, with the exception of the meltdown that she suffers in the end. This meltdown comes as a result of her static nature, and of not being able to change a situation that clearly makes her unhappy. In this short story, of which we really cannot gather much more information than the brief information that the first-person narrator conveys, Perkins Gilman does the exact opposite than in Herland: here, women are weak, powerless, alone, and basically taken for granted.
On a separate note, to compare or contrast the active, authoritarian, and powerful role of women in Herland with the passive, weak, and powerless role of women in "The Yellow Wallpaper" you may want to decide how the particular social setting and posterior events in Herland influence the women, versus how the social and personal situation of the unnamed character of "The Yellow Wallpaper" is affected by her own social circumstances. The fact that society empowers the women in Herland, and that society weakens women in "The Yellow Wallpaper" is another factor to take into consideration for analysis.
All this being said, reconsider using Gilman as your focal point and you may come up with a thesis statement that may read:
Charlot Perkins Gilman uses society in the novel Herland in a way that contrasts dramatically with the way it is used in "The Yellow Wallpaper". In the novel, society empowers and liberates women. In the short story, society weakens and disenfranchise them. This elicits the argument of whether Perkins Gilman feels that women can manipulate society and control it to their best interests or, if on the contrary, society has more power over women.