It's a lossy editing codec so it's a somewhat safe bet you're going to lose some information, though it can depend on the encoder/software being used and whether it'll make a difference and it'll also depend on what the next step(s) of the process are. To what bitrate you should be using will also depend on what happened to the footage in the grading process.
This also assumes you're not stupid enough to go from a high bitrate 10 bit DNxHD to a lower bitrate and/or 8bit DNxHD.
Is there any reason you're doing the donkey move of giving the grader an incomplete project?
Any reason you're not having your grader do the finishing?
No. And definitely not as bad as if you exported it in the h.44 format. Is there a reason why are you wondering if it'll be as bad as something else? Are you happy to settle for "Less bad" than the alternative bad?
Workflow.