More expensive. Always. But you get an entire plane. The absolute smallest (4-seater Phenom 100) jets are about $2500/hr and up, and at 500 mph... you are looking at $5/mile in the best case. Assuming you are gonna take it on a roundtrip (so no charge for positioning). Bigger jets are even more.

But if you are flying, say, the entire board of your company ... to a remote location ... on a per-person basis, it's possibly comparable to F in price. And faster. And it goes direct to where you want to go. With no stopovers. On your schedule. Etc. In other words .... you get what you pay for.