Indeed. However, we have something better today: The Spirit of Truth, God's very Spirit. Jesus said it Himself, "Nevertheless I tell you the truth; it is expedient for you that I go away: for if I go not away, the Comforter will not come unto you; but if I depart, I will send him unto you." (John 16:7) Jesus is still with us, just not in the flesh. He lives on at the right hand of the Father and He lives on the lives of those who believe in Him.