As of 2016 there are multiple operational missions in orbit around Mars. There are possibly more non-operational missions in orbit around Mars, simply because we do not know the final fate of all missions to Mars. Each mission carries at least one radio link designed to communicate data back to Earth, otherwise the mission would not be very helpful.
On Earth, satellites are essentially moving in the sky or geosynchronous (which really means not moving in the sky from the position of an observer on the ground).
For a geosynchronous satellite, RF spectrum is generally coordinated as a position in the sky and a range of frequencies in use. Even if multiple satellites occupy the same position in sky, each one can use a unique range of frequencies to avoid interference.
For satellites that move across the sky the situation is a bit more complex, but there is still some coordination amongst operators. For example, no one would put a satellite into orbit with a transponder on 121.5 MHz because it is the aircraft emergency frequency.
But a satellite in orbit on Mars is a significantly different situation. The satellite is generally oriented so that it's high gain antenna is pointing at the Earth at all possible times. From the perspective of an observer on Earth, Mars is just a point in the sky. It doesn't matter how accurate the positioning data you have is, there is no way to point a receiver at a specific object in orbit around Mars.
So basically every single receive site on Earth is pointing at the same spot in the sky. If two satellites in orbit around Mars were attempting to use the same frequency, the receiver on Earth would get interference between them. How is RF spectrum usage coordinated for transmitting from Mars orbit back to Earth?