Lady Gaga was among the hundreds of people taking a dip into frigid Lake Michigan waters as part of the annual Chicago Polar Plunge on Sunday. Gaga and her fiancé took the plunge for a second year in a row to help raise money and increase public awareness for local Special Olympics.

"You can't have empathy without pain," Gaga told fans after the event. "Get freezing cold so they can feel your warmth."

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Last year, the event raised over $1.2 million, which went to support athletes competing in Chicago's Special Olympics.