His highest score in county cricket was 42 runs, made against Kent in 1881, prior to Somerset's elevation to first-class status.

[1] After retiring as a player, Fox continued to provide financial support to the cricket club, and remained a vice-president until his death.

[10] He was a very experienced alpine climber, and often climbed without guides, ascending Aiguille du Dru, Fletschhorn, Ober Gabelhorn amongst others in this fashion.

[10] Fox left Wellington in late July 1888[4] for the Caucasus Mountains in the Russian Empire, joining up with William Frederick Donkin and Clinton Dent.

The three started from Nalchik, though Dent was forced to return home due to ill-health, leaving Fox and Donkin to attempt the climb, along with two Swiss guides.

Their initial plan was to climb a glacier on the northern slopes of the mountain, and then make their final ascent on the western side.

[12] The Times reported on 6 October that Donkin and Fox, along with their guides, had suffered a mountaineering accident that had led "to the almost certain loss of four lives".

[12][14] They recovered a number of personal items from the camp, but found that light climbing gear – rope, ice axes and a camera – were missing.

The search party concluded that Donkin and Fox had continued their climb, intending to return to the bivouac, but had fallen while navigating a narrow ridge higher up the mountain.

As he was not married and had no children, his estate was shared between his eldest brother, Charles Dillworth, and his four sisters, Sarah, Anna, Alice and Louisa.