If you're not hurting people with Jax, you're doing it wrong.

Try out Guinso's rage blade. stacks with his passive, and great for attacking towers as well. The ap/ad is also great on him.

Sheen, followed by triforce is also great due to high base ad.

...If you think jax damage sucks, you must be doing something very wrong. He's a really good and strong champion even with just a few items early on.

Lol are u serious? Jax is powerful if u build him rite or u know that combo lol

I normally jungle with jax so this is my jungle build, it maybe the recommended but I tried all other builds and this is the best for me.
cloth armour and 5 pots, get lvl1 boots then wriggles. Get sheen and build into tri force, rageblade and a gunblade. After these items u should start build sine sort of defense items so I usually pick up guardian's angel or randuin's.
If u get ur gunblade u can basically in my experience kill an adc in around 3 seconds (without armour)

Jax deals no damage? Jax has some of the most massive damage in the game for a melee bruiser.

The item that you should always get in every game is Hextech Gunblade because it scales so well with Jax. The next damage item which scales well with Jax is Trinity Force. After that build to counter the enemy team.

Example:

Mercury Treads
Gunblade
Trinity Force
Rageblade
Aegis
Guardian Angel