One person was recovered from the water by a good Samaritan after falling overboard early yesterday about 40 miles east of Port Washington, Wisconsin.
All four people were reported to be in good condition and did not require medical attention, according to the Coast Guard.
They called for help from a Coast Guard cutter that was stationed nearby for the race, along with a helicopter crew that shined a spotlight as another small Coast Guard boat ferried the capsized crew members to the cutter, authorities said.
The Coast Guard urged boaters and beachgoers to use caution in Illinois, Indiana and MI through the weekend as windy conditions are expected to last through Monday.
Strong winds of up to 25 miles per hour may cause "life threatening" waves and currents at beaches across Lake Michigan Sunday, and officials advise everyone to stay out of the water throughout the day.
The U.S. Coast Guard adds people should avoid rocks, jetties, and piers, where high waves can unexpectedly sweep a person into the water.
The Coast Guard reminds boaters to always wear life jackets, and to carry flares and locator beacons. That division left Chicago on Friday and the Racing Division fleet left Saturday.