I’m not familiar with what Roland and Korg have in the way of new (unused) keyboards for under $500, but the best you could get from Yamaha at that price would probably be the PSR-EW410, and the best you could get from Casio would probably be the CT-X5000.
Either one would let you play back MIDI song files, or record your own “backing tracks” to play back, as well as play live, with or without an auto-accompaniment, without needing to worry about taking a computer or laptop onstage.
But I would not recommend buying anything until you’ve had a chance to try it in a store, or if that isn’t possible then watch as many videos and read as many reviews as you can, in addition to carefully reviewing all available manuals for them (which you should be able to download from the manufacturers’ web sites)— and I would also check out whatever Korg and Roland have in your desired price range.