Jamie Lee Curtis Shares How Being ‘Born to Legends’ Bonds Her and Mariska Hargitay (Exclusive)

Jamie Lee Curtis knows she comes from Hollywood royalty — just like her friend Mariska Hargitay.

On Friday, June 13, the pair met up at Tribeca Festival for the New York City premiere of Mariska’s documentary My Mom Jayne, her feature film directorial debut that chronicles the life of her late screen-siren mother Jayne Mansfield.

Asked why she and Mariska, 61, call each other “soul sisters,” Jamie Lee, 66, tells PEOPLE, “Well, first of all, we were born and raised in the City of Angels. We were both born to legends. We were both born to very public women — in my case, [both] parents — and all of the drama.”

“Obviously, she had a great tragedy that I did not have,” the Academy Award winner adds of Mariska, referring to Mansfield’s death in a car accident when Law & Order: SVU star was only 3 years old. “I was raised by my mother.”

Mariska was born to Mansfield and Las Vegas entertainer Nelson Sardelli, though she was raised by and considers late bodybuilder-turned-actor Mickey Hargitay her father. Jamie Lee, meanwhile, is the daughter of late Hollywood icons Tony Curtis and Janet Leigh.

When Mariska was just 3 years old, she — along with her two older brothers, Zoltan and Mickey Jr. — survived the car wreck that killed Mansfield, then just 34, in 1967.

Jamie Lee tells PEOPLE that “a mutual friend introduced” her and Mariska, and they only just met “about a year and a half ago.”

“It’s just kind of given birth to a new friendship at a time when she is really stepping up and into her great strength as a woman, as a mother, as a sister, as an artist, as a filmmaker, and it’s just thrilling,” the Freakier Friday star adds of Mariska. “Couldn’t be more fun.”

My Mom Jayne, meanwhile, premiered at the Cannes Film Festival in May, and details the life and legacy of Mariska’s late mother.

“This is my story to tell,” Mariska told PEOPLE at the movie’s Tribeca Festival premiere on Friday. “I had a rough time with the fact that somebody else told it before I did, and that was the impetus of the movie — that I wanted to tell my story.”

Adds the actress, “I encourage a lot of women, and men, to tell their stories,” explaining that the feeling is “empowering” and “gives ourselves back parts of ourselves.”

My Mom Jayne hits HBO and Max on June 27.