I found this as a poem, published the same year as the song (also in 3 other anthologies). The story is the same but the words, except for the refrain, are entirely different. Which do you suppose came first?

From Werner's Readings and Recitations, Volume 15 compiled and arranged by Caroline Earnest Dickenson (New York: Edgar S. Werner & Company, 1896), page 116:


LUCKY JIM.

Jim was my friend, till one unhappy day
The usual cause—a pretty girl—came in our way.
From that day on we seemed to drift apart,
For each aspired to win her maiden heart;
But, though I tried each art and winning wile,
'Twas not on me she gave her sweetest smile.
Each day I saw my chances grow more dim,
Until—to my despair—one day she married Jim.
Ah, lucky Jim!
How I envied him!

Three years passed on—long years they seemed to me—
And then Jim died, and once more "she" was free.
Before me rose the bright hopes of the past;
I wooed, I sued, and married her at last.
I've got my way; and, now she is my wife,
I know just what there is in married life;
And when I think of Jim, though under ground,
Enjoying peace and quiet most profound,
Ah, lucky Jim!
How I envy him!