Well I think mine did. Although I may be wrong, and I'm not sure the goldfish are what you would call "Fancy" goldfish. Before I had any experience with a pond, I was afraid to buy expensive koi for my new pond. For fear that they would die due to my inexperience and I would have wasted the money. So, I went to the local bait shop and bought 5 goldfish that were to be sold as bait. When I put them in there, they were about 3 centimeters long at best. Now they are 7 inches long. But they never bred, till I finally put this one butterfly koi in there. He is solid white, with a big red dot on his back, just like you see all the time. Then, the fish spawned.
Now, what makes me think that the koi bred with the gold fish is, two of the babies are all white, with a big red dot lol. Then there are two black babies, and two calico colored, and two plain old orange fish. So did the koi breed with a bait store goldfish? Hmm, who knows?