There are a lot of factors that go into how safe a flight is. Commercial planes are generally much larger than private jets, which means they have more weight and more momentum. That can make them harder to control in the event of an emergency. They also have more people on board, so the potential for fatalities is higher.
However, commercial planes are also subject to stricter safety regulations than private jets. They're required to undergo more rigorous maintenance and inspection, and their pilots must have more training. As a result, commercial planes are actually quite safe. In fact, you're more likely to be killed in a car accident than in a plane crash.
So if you're worried about safety, don't worry too much about flying commercial.