ज

We would use J of English for romanization. This letter is pronounced like the sound of J in English. The sound of J in Jail in English is the same as ज in Hindi Language.  Some examples from English are

J as in Jam

J as in Jar

जग is read as Jag (Pronounced as Jug in English)  in Hindi which means the same in Hindi as in English.

Hindi Examples

जल Jal Water

जज Jaj Judge

झ

When this letter is pronounced there is more air being released from the mouth, so it is an aspirated version of ज. There is no exact sound of झ is present in English. But the sound of SU in the word MeaSUre in English can be said to be closely related. It has been described just to give familiarity with English. However, it is not at all same as झ of Hindi Language. It would be represented as Jhh.

For Example

झटपट Jhhatpat to hurry

झलक Jhhalak  A glance