Step 1: Understanding the Concept:
The stability of a coordination complex depends on various factors including the nature of the central metal ion, the field strength of the ligands, and prominently, the chelate effect.
Step 2: Key Formula or Approach:
Identify the denticity of the ligands involved. Complexes with chelating ligands (bidentate or polydentate) exhibit exceptional thermodynamic stability.
Step 3: Detailed Explanation:
1. The ligands $H_{2}O$ and $CO$ are strictly unidentate (monodentate). The $CN^{-}$ ion is also unidentate.
2. The $C_{2}O_{4}^{2-}$ (oxalate) ion is a bidentate ligand, meaning it binds to the metal center at two points simultaneously.
3. When a bidentate ligand binds, it forms a ring structure with the central metal. This phenomenon is called the chelate effect. The formation of three stable 5-membered rings in $[Fe(C_{2}O_{4})_{3}]^{3-}$ causes a highly positive entropy change ($\Delta S>0$), making the formation thermodynamically very favorable and providing immense stability compared to similar complexes with only unidentate ligands.
Step 4: Final Answer:
$[Fe(C_{2}O_{4})_{3}]^{3-}$ is the most stable complex due to the chelate effect.