I've come across some existing wiring in my home and I wonder if it needs to be changed.

In my basement, there is a 4" box with a 20a GFCI receptacle. A conduit runs into this box. The conduit contains 2 #12 wires (hot & neutral) for circuit 3, which is a 20a circuit. The receptacle is connected to this circuit.

Also running in the same conduit is 1 #14 wire (hot) for circuit 4, a 15a circuit. This circuit is just passing through and exits the box through another conduit. However, this circuit's #14 neutral comes back into the box through this conduit and connects to circuit 3's 20a neutral. Specifically, circuit 4's neutral, circuit 3's neutral, and a pigtail #12 are wire nutted together, with the pigtail connecting to the GFCI.

So 15a circuit 4 is sharing 20a circuit 3's neutral. Is this a problem and should a new #14 neutral for circuit 4 be run from the panel into the box in the incoming conduit, and connected to the circuit 4 neutral which runs back into the box from the second conduit?