W. H. Auden famously distinguished between modern tragedy and the tragedy of ancient Greece by writing,
Greek Tragedy is the tragedy of necessity; i.e., the feeling aroused in the spectator is "What a pity it had to be this way." Christian tragedy is the tragedy of possibility: "What a pity it was this way when it might have been otherwise."
This comment is as good an introduction as any to an attempt to discuss how the tragedy depicted in Kate Chopin's The Awakening and the tragedy depicted in F. Scott Fitzgerald's The Great Gatsby can be distinguished from the kind of tragedy we see, for instance, in the Oedipus Rex of Sophocles.
In Sophocles' play, Oedipus's tragic fate is almost preordained. He is caught up in such a tightly tangled web of bizarre coincidences that it almost seems as if his tragedy could not have been avoided. Of course, Oedipus is partly responsible for his own fate because of his particular traits of character. However, in trying to determine why Thebes is suffering he is only acting in the best interests of his city, and in being determined to discover the person responsible for the suffering he is again acting on behalf of the Theban citizens. In retrospect, it might have been better if Oedipus had not pursued answers so relentlessly, but who could have guessed that Oedipus himself was the very cause of the suffering he sought to end?
In Fitzgerald's novel, the death of Gatsby is almost literally the result of an accident. If Daisy had not struck and killed Myrtle with a speeding car, Myrtle's husband George might never have murdered Gatsby. Gatsby's pursuit of Daisy -- another man's wife -- is his own choice, and in that respect he is partly responsible for the tragedies he suffers. But the web of fate seems far less tightly tangled in Gatsby's case than in the case of Oedipus, and at the same time Gatsby seems far less personally responsible for his own fate than Oedipus does.
In Chopin's novel, the sense of tragedy again differs significantly from the kind of tragedy Oedipus suffers. Edna's drowning, after all, may simply be an accident. It may result from the fact that she simply swims out too far and then is too tired to swim back:
Exhaustion was pressing upon and overpowering her.
If her drowning is a deliberate suicide, then again it seems not the kind of "fated" tragedy we see in Oedipus. Instead, it is more a matter of deliberate choice on Edna's part -- a choice she might never have had to make if she had (for instance) talked to Dr. Mandelet. Edna thinks of herself as a victim of circumstances, but her circumstances are much less complicated and inescapable of those of Oedipus seem to be.
Upon finishing both The Awakening and The Great Gatsby, then, part of our response is "What a pity it was this way when it might have been otherwise." In responding to Oedipus, however, we are more likely to feel "What a pity it had to be this way."