I've shot foxes with .44 mag, moderate loads. Sorry, still made pretty big holes. Average sized foxes are not big animals.
The nice thing about foxes, unlike coyotes, is that they aren't very hardy in my experience.
My favorite round for them is the .22mag. It's quiet, accurate, and good for quick followup shots if you miss -- and you will, since they're often running in to the call, making for a difficult shot.
One thing I've found in fox calling is that they'll almost always follow a fenceline or a hedgerow or an old stone wall on the way into the call. Try setting up 30-40 yards away from a hedgeline, so they run broadside to you. The old dying rabbit call or even just lip-squeaking will generally get their attention. I've found they're a bit less cautious than coyotes, but just as senstitive to movement. Have your gun up and ready to shoot before they're in range or within sight of you.
Good luck to you. It's a lot of fun.