The spatial and spectral properties of three-dimensional photonic jets are studied in a framework employing rigorous Lorentz-Mie theory. The contributions to the field from each spectral component are studied quantitatively and highlight the distinctive features of photonic jets. In particular, the presence of secondary lobes in the propagative frequency distribution are singled out as a fundamental distinctive property between photonic jets and classical Gaussian beams. It is shown that these differences can lead to divergences of photonic jets at least twice as small as those in corresponding ‘Gaussian' beams.