Vince Vaughn, Lady Gaga and Taylor Kinney jumped into the freezing, icy waters of Lake Michigan Sunday in support of Special Olympics.

Chicago’s Lake Michigan was the scene for fundraiser for Special Olympics, where the celebrities took their polar plunge.

Maura Bruton, a spokeswoman for the event, confirmed Sunday that Gaga did the plunge along with more than 4,500 other participants.

Vince Vaughn, a Chicago native, took the plunge into the icy water sporting his Chicago Blackhawks jersey and jeans. He waded in up to his knees before slowly sinking backwards in the water.

Lady Gaga made the plunge with her fiancé, Chicago Fire‘s Taylor Kinney, who went into the water bare-chested.

Lady Gaga, Vince Vaughn, Taylor Kinney plunge into icy Lake Michigan, in photos. http://t.co/krfcrJlEnt pic.twitter.com/4rL2gqzVMf

— Chicago Tribune (@chicagotribune) March 1, 2015

PHOTOS: @ladygaga, fiance @TaylorKinney111 take Chicago Polar Plunge: http://t.co/ptKLjLHfIT pic.twitter.com/q5SXrAGmbt

— WGN TV News (@WGNNews) March 1, 2015

Must Read: Vince Vaughn, Lady Gaga Take Part In Polar Plunge – Full Details: http://t.co/y88WBImPW6 pic.twitter.com/w1ZNytb8EN

— CBS Chicago (@cbschicago) March 1, 2015

The event is in its 15th years. Last year, Jimmy Fallon attended the event and helped raise more than $1 million.

Gaga, Vaughn Take 2015 Polar Plunge http://t.co/MrMqqt9HFp #chicago pic.twitter.com/3ExSgHcnsr

— Chicago News Now (@chicagonewsnow) March 1, 2015

Seems like what a celebrity is wearing when they make the plunge is a big deal. Last year, Fallon jumped into Lake Michigan wearing a suit and tie.

Our annual arctic #PolarPlunge for the @SpecialOChi ~ 2014 @RahmEmanuel welcomed @jimmyfallon & @iidonije – #Chicago pic.twitter.com/o71Z0d1GS6

— Chicago History (@Chicago_History) August 20, 2014