Bearded iris are typically hardy to zone 5 (and well beyond), but there are plenty of other types that are not. Hardiness zones shouldn't be taken too literally, though. I grow a number of "hardy to zone 7" plants here with no problem and have lost plants to winter kill that were supposed to be hardy through zone 3. Hardiness zones are just a crude attempt to provide a simple answer to a complex question.
For what it's worth, at least 95% of the list of 4762 irises you get by searching for "Fragrant" are bearded iris and should be hardy in zone 5.