It is not explicitly stated in print as far as I'm aware. But it is alluded to. Just a few years ago there was a kingdom ministry article that advised JWs on what to say to "tactfully" refuse christian literature given to them by a householder.
They regard literature from other churches as spiritual poison that can lead them away from the truth if they read it. They also equate accepting such literature with giving moral support to "Babylon the Great", the world empire of false religion. A JW who persists in reading or listening to religious material from other churches would be regarded as being spiritually unclean and would likely be disqualified from having any privileges in the congregation at the very least, possibly even disfellowshipped for apostasy or interfaith activities depending on the particular case and the disposition of the elders.
When offered literature by other christians most JWs would refuse giving excuses like:
"We do not exchange literature"
"We came to your house to offer you our literature so if you want us to accept yours then you have to come to our house to offer us" (yes i've actually heard that very petty and infantile reasoning from a JW)
"We are not looking for the truth we already have the truth so we see no need to accept your literature"
"We only accept literature that talks about God's kingdom" (this is the lying excuse that the KM article suggested they use to decline literature offered to them by other christians)
A few JWs will accept the literature only to discard it at the nearest bin when out of sight of the householder.