Jake Gyllenhaal: Donnie Darko is one of his proudest movies

Jake Gyllenhaal has played his share of intense characters — a star-crossed cowboy in Brokeback Mountain, a streetwise LAPD officer in End of Watch, a cold-blooded crime-scene chronicler in Nightcrawler — but none was more fraught, or rewarding, than his breakout role in Donnie Darko.

During a recent appearance on The Jess Cagle Interview to promote his new film Demolition, Gyllenhaal said the 2001 psychodrama about a troubled teen plagued by enigmatic visions resonated with him in a way few other films had.

“Auditioning at a young age, I was always like, ‘What are these movies about? My high school experience wasn’t like this at all,'” Gyllenhaal told PEOPLE and EW editorial director Jess Cagle. “And then Donnie Darko came up and I was like, ‘Oh, this feels like my high school experience.’ [laughs] So if that gives you any insight into who I am and how I pick roles, then I hope it does.”

Gyllenhaal added that Donnie Darko (which was written and directed by Richard Kelly) represents one of his favorite movies he’s made, and one he’s most proud of. Even though it doesn’t depict his worldview in a literal sense, Gyllenhaal said, “there are a lot of things in there that I believe about the world.”

Watch Gyllenhaal’s full interview above. Demolition, directed by Jean-Marc Vallee and costarring Naomi Watts and Chris Cooper, is in theaters now.