Polarized neutron scattering has been used to obtain the magnetic moment at specific crystallographic sites of the austenitic and martensitic phases of two nonstoichiometric Ni-Mn-Ga single crystals with close composition. These alloys have been chosen because they exhibit different structures in the paramagnetic state and inverse positions of the respective martensitic transformation and Curie temperature. The diffraction analysis revealed a remarkable result: Despite the similar alloy composition, the magnetic moments of Mn are quite different for the two alloys at the same crystallographic position. Furthermore, such a difference enabled us to assess that the exchange coupling between Mn atoms switches from ferro- to antiferromagnetic at a distance between 2.92 and 3.32 Å in the martensite. These results are of great importance to guide first principles calculations that, up to now, have not been contrasted with experiments at the atomic level.