Leveraging an existing performance model to predict the runtime of a new application on a new system can save days and weeks of data collection time. However, knowledge transfer between High Performance Computing (HPC) systems can be challenging due to data heterogeneity caused by differences in data collection methods, architectural or application-specific individuality. This results in (1) sets of performance features that have significantly different names, orders, or the number of performance features that do not match between two datasets (heterogeneous domains), or (2) distribution shifts between datasets although their feature names match (homogeneous domains). While existing transfer learning techniques can handle mild distribution shifts, they fail to transfer knowledge when the source and target features do not match. This work introduces a novel transfer learning methodology-Cross Prediction Model (ModelX), which overcomes the large distribution discrepancy between homogeneous domains and enables transfer learning between heterogeneous domains. Extensive evaluations show that ModelX outperforms traditional transfer learning methods for all experiments using 11 HPC and 4 Machine Learning (ML) datasets. To the best of our knowledge, this is the first methodology to enable knowledge transfer between two heterogeneous domains with no matching features. Finally, we demonstrate an application of ModelX to an HPC job scheduling scenario using real-world job traces where it helps to reduce the job turnaround time of a set of jobs by 71%.