Your statement about Jesus' return is right; some day He will come again, and when He does, He will rule with power and authority, and will bring an end to the evils and injustices of this world. He promised, "When the Son of Man comes... he will sit on his throne in heavenly glory" (Matthew 25:31).
But this was not His purpose when He came to earth some 2,000 years ago. Then His purpose was to provide the way for our sins to be forgiven and cleansed, so we could go to be with Him in heaven when we die. He did this by becoming the final and complete sacrifice for our sins through His death on the cross. This is why He could cry out in the final moments of His life, "It is finished" (John 19:30).
Now by faith and trust in Him we can have hope -- hope for our lives right now, and hope for the future. Because of Christ, some day all the corruption and evil of this world will be conquered. No matter how hard they try, the authorities of this world will never overcome them on their own. But when Christ comes, all this will be changed. As the Bible says, "In keeping with his promise we are looking forward to a new heaven and a new earth, the home of righteousness" (2 Peter 3:13).
Are you ready for that day? Don't delay your decision for Christ, but by faith put your life and your future into His hands.