This paper focuses on two types of frequency lock loops (FLL) in Global Navigation Satellite System (GNSS) receivers, namely the conventional scalar frequency lock loop (SFLL) and the vector frequency lock loop (VFLL).The VFLL has been proven to have a better tracking performance than the SFLL in scenarios such as intermittent signal outages, high dynamics, etc. However, the FLL tracking performance under the equivalent noise bandwidth has not been explored in literature. To do this, we implemented three kinds of FLL, i.e., the SFLL, the weighted least square-based vector frequency loop (WLS-VFLL), and the extended Kalman filter-based vector tracking loop (EKF-VFLL). All these FLLs have the same noise bandwidth, based on which we made a fair comparison between them. The experimental static data and simulated high- dynamic data have been tested. Results show that the EKF-VFLL has a similar tracking performance with WLS-VFLL under static environment, both better than the SFLL. In high- dynamic environment, the advantages of EKF-VFLL are more prominent than the other two methods. Furthermore, EKF-VFLL takes the longest time in terms of computational efficiency.