Beethoven didn't write "Ode to Jolly". OK, seriously, the words are not related at all. "Jolly" refers to a happy or merry character, and "joy" is a feeling of delight, pleasure or even celebration.

While jolly and joy both mean to be happy or happiness respectively. One is a adjective (jolly) and one is a noun (joy). You would need to use joyful (adjective form of joy) to describe the fox. - A joyful fox. Then they would mean the same thing.