option spreads with a +ve / -ve vega

If option spread has a +ve vega, is it true that if volatility increases so does value of spread by the +ve vega amount. but does this increase in volatility also mean increase in vix? any relation?
how about implied volatility and vix, any relation there? can't seem to find a website that explains this clearly.

thanks

 

I will make a few assumptions of your

 

word volatility. If you mean implied vol then your first sentence should be true. If you mean realized vol then your first sentence is false.

if implied vol increases, the vix will also increase.
if realized vol increases, the vix will probably have increased.