Heat oil in a medium pot over medium-high heat. Add onion, garlic, bell pepper, and sweet potatoes and cook, stirring, until vegetables soften, about 5 minutes. Add New Mexico and chipotle chile powders, cumin, and coriander and cook until spices are fragrant, about 10 seconds. Stir in beans and broth and partially cover. Reduce heat to medium and cook, stirring occasionally, until sweet potatoes are soft and chili is slightly thickened, about 15 minutes. Season to taste with salt and pepper.
Meanwhile, zest orange and lime into a small bowl (you should have about 1 tbsp. orange zest and 2 tsp. lime zest). Add cilantro. Quarter lime. Reserve orange for another use.
Ladle chili into 4 bowls. Top with cilantro-zest mixture, avocado, sour cream, crushed chips, and lime wedges.
Note: Nutritional analysis is per serving without toppings.