Linear will track pitch as long as you keep both oscillators at harmonic ratios to each other, assuming there is no DC offset or the FM input is AC coupled. (Thru-zero lets you modulate more deeply.
Exponential will track too, but is dependent on modulation depth as well as relative frequency. Finding a sweet spot isn’t too hard, but then tuning the pair to other voices can be tricky. Also unlike linear, you can’t dynamically change the timbre through FM; you’ll need a filter, wavefolder,
etc. or crossfade to a different oscillator if you want to do that.
(You can sequence the modulation frequency and depth together for some interesting effects, though.)