Both Jörmungandr and Fenrir are Loki's children and are mentioned in connection to Ragnarok.
But do they as beings have any sort of relationship/interaction between each other mentioned in any of the sources?
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There haven't been any myths which describe the relationship or stories of interaction between Fenrir and Jörmungandr.
This could be because, in Gylfaginning, it is told that Fenrir, Jörmungandr and Hel were just children when they were separated.
"evil was to be expected from them, to begin with because of their mother's nature, but still worse because of their father's. Then All-Father sent the gods to get the children and bring them to him. And when they came to him, he threw the serpent into that deep sea which lies round all lands, and this serpent grew so that it lies in the midst of the ocean encircling all lands and bites on its own tail"
source: Faulkes, https://notendur.hi.is/eybjorn/ugm/hymir/hym22.html
Fenrir is then bound with the chain Gleipner until the day of Ragnarök.
With Fenrir held bound by the chain and Jörmungandr lying deep in the ocean, until the time of Ragnarök, there were no possibilities or incidences of them meeting each other.
Note: I'm not sure if this counts, but in some versions of the story, it is said that Fenrir and Jörmungandr enter the battle of Ragnarök together.