You are correct about a fox picking them all off. My daughter lost all her first flock to a fox. Her current bunch no longer free range......never leave the protection of a secure run.........but all of them are still alive because of it, and the fox is still around.
So beyond a secure run they never leave, if you want to allow them "yard time", best option for that is an electric fence. Without some means of deterrent to protect the birds at all times, predators like your fox just move in and take them. In their eyes, an easy, tasty meal. Why not kill them all? They don't understand the part about you not wanting them around. As is, there is no risk to them at all. Only reward.
The electric fence is the great equalizer. It alters the risk / reward equation in your favor. Go for the chickens behind a well built, really hot fence and by making an attempt on your birds, they risk getting their face blasted off by a really hot shock, with almost no chance of a reward for their effort. Faced with that choice, they move on to something less tasty, but far less risky.