Answer: Autumn fern, Dryopteris erythrosora, is only rated hardy to zone 5, so it may well be too cold there for it. It is also a woodland fern and, although it will tolerate dry shade once established, it would prefer that humusy or organic, moist yet well drained woodsy soil to thrive. You might also need to check the pH of your soil to make sure it is within the preferred range for most ferns, slightly acidic.
Your county extension should be able to help you with the tests and interpreting the results and may be able to suggest ferns that do especially well in your area.
If you are looking for an evergreen fern (although it is likely to be covered by snow) you might try the Christmas fern instead, it is hardier. Other hardy ferns to consider might be the lady fern, ostrich fern, and cinnamon fern. These are all hardy to either zone 3 or 4 so should survive your winters.
I'm sorry about your autumn fern.
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