You have three choices of filter for the phase-locked loop, no filter, passive filter and active filter

No Filter		Using no loop filter makes the PLL 1st Order. This has very good stability but is imposible to get good tracking and low bandwidth or low noise simultaneously.
Passive (Lag)		Using this filter would make the PLL of type 2nd Order. Although this type of PLL can also be thought of as a 1st Order still. It has poor stability for large DC gain and small bandwidth. It is imposible to get good tracking and low noise. Also it is imposible to get good tracking, low bandwidth and good transient response.
Active (Integrator with Zero)		Using this filter would make the PLL of type 2nd Order. This loop gives good stability for large DC gain and small bandwidth. You can get good tracking, low noise, low bandwidth and good transient response.