The fringe players looked eager to convince Southgate of their starting credentials for the opening World Cup match too, making a quick start to the match and gaining control over proceedings almost immediately.
Phil Jones hit the crossbar after only nine minutes when his looping header was watched all the way by Keylor Navas, but it was his Manchester United teammate Rashford who opened the scoring in style four minutes later.
The 20-year-old was allowed to collect the ball and turn 25 yards from goal before unleashing an unstoppable dipping drive which left Navas no chance as it nestled into the top corner.
Rashford was doing his chances of earning a starting role in Volgograd no harm at all, and the United forward was at the centre of everything good England did in the opening 45 minutes, terrorising the Costa Rica defence with his direct running and quick feet.
Rashford’s strike partner Jamie Vardy should have double the home side’s tally midway through the half when harry Maguire cushioned a header into his path on the edge of the six-yard box, but the ball arrived at an awkward height and by the time it had dropped enough for Vardy to get his shot away, Navas was there to thwart the Leicester City man from point-blank range.
England continued to enjoy complete control over the game, but Costa Rica almost levelled things up against the run of play with their only meaningful attack of the first half when Marco Urena fed the ball to Johan Venegas, whose curling effort from the edge of the area needed to be saved by Jack Butland.
The hosts were soon back on the front foot, though, and Ruben Loftus-Cheek should have done better when he was found by Maguire’s header inside the area with six minutes of the first half remaining.
Costa Rica held out until half time without suffering any further damage, and it was the visitors who had the first effort of the second half too when Butland got down to keeping Urena’s bobbling drive out.
England were still the team that looked most likely to add to the scoring, though, and Jordan Henderson stung the palms of Navas with a powerful drive before Maguire saw his stooping header cleared off the line by Bryan Oviedo from the resulting corner.
Costa Rica hit back with a half-chance of their own as they continued to enjoy more of the ball than in the one-sided first half, and Celtic’s Cristian Gamboa sent a long-range drive over the crossbar shortly before the hour mark.
Loftus-Cheek then dragged a tame effort wide before a raft of changes disrupted the rhythm of the match, although it did allow Southgate to hand an England debut to Nick Pope as he replaced Butland in goal.
Both wing-backs failed to hit the target with sights of goal as England continued to probe for a deserved second, with Kieran Trippier sending a free kick wide of the target before Danny Rose mis-hit an attempted volley at the back post.
The hosts did double their advantage with 14 minutes remaining, though, as Rashford picked out Dele Alli, who in turn clipped a clever ball into the box which Welbeck met with a diving header, sending the ball in off the inside of the post.
The second goal was enough to kill off any hopes of a Costa Rica fightback, although Pope was called into action on his debut late on when he got his angles right to deny Ronald Matarrita‘s well-struck effort.
England held on to their clean sheet, though, making for a successful send-off ahead of group games against Tunisia, Panama and Belgium in Russia.
Costa Rica, meanwhile, still have one final warm-up game against England’s Group G opponents Belgium to come on Monday night, before they get their World Cup campaign underway against Serbia on June 17.