I have bronze fennel here in zone 5 and it is a perennial here . I have a tendency to loose the large clumps at about year 6 . I think the clump just gets too large and maybe the snow ice gets to the root tops and rots them. There are always new volunteers to replace them .
I know I made a comment in the database about this : but beware if you grow fennel it will cross with dill and make your dill seed not produce ''good'' dill .