Unfortunately, it is extremely difficult to identify moths and butterflies from cocoons. It is quite possible it is a moth and probably a type of looper. Swallowtail butterflies are known to like fennel, but they have a very identifiable cacoon.
If you see any damage on cabbage, kale, or broccoli I would say this is cabbage looper or cabbageworm. Depending on where you are located you may also see Alfalfa loopers too. They are common in vegetable gardens around the state.

http://ipm.ucanr.edu/PMG/GARDEN/VEGES/PESTS/loopers.html  https://extension.umn.edu/yard-and-garden-insects/caterpillars-cole-crops