A fan by itself will not reduce humidity.
If the humidity is not too high, the fan will allow your sweat to evaporate faster, thus cooling you off, but in humid areas, the air is too saturated and your sweat does not evaporate.
Thats why there is the saying "It's not the heat, it's the humidity".
One of the things that air conditioners do is remove humidity, as well as cooling removing heat from the air.
There have been studies that have shown that when temps and humidity are too high (90-95°F+ and >80-85% humidity), running a fan alone can make it worse.