Lindsey Vonn and Tiger Woods
Timothy A. Clary/AFP/Getty
06/04/2013 at 08:00 AM EDT
They say opposites attract. But Lindsey Vonn and Tiger Woods
's strength may lie in their similarities.
"We just are happy," Vonn told PEOPLE Monday at the CFDA Fashion Awards in New York
, where she wore a Cynthia Rowley (and attended with the designer).
"We're similar. We're both at the top of our sports, and we relate really well to each other."
The Vail, Colo.-based skier, 28, and the golf champion, 37, who announced their relationship
in March, have been together
a lot lately – spotted most recently jet-skiing with his kids
over Memorial Day weekend.
Vonn, in training for the Winter Olympics in Sochi, is looking at a summer of strength work, not skiing, which makes it easier to spend time with Woods.
"There's not much distance," she says. "I'm just in the gym right now, so I can be anywhere. I'm not skiing until September. So, it's been great. We haven't really been apart that much."
So, what's harder – training for the downhill or prepping for a red carpet?
"When I'm training, it's just physical," Vonn says. "But it's nice for me to kind of break things up and go to events like this."
Reporting by CATHERINE KAST