This text proposes a volatility-managed goal date fund (TDF) that scales the fairness weight of a typical age-based glide path to align realized portfolio volatility with the goal volatility implied by the glide path. Stationary-bootstrap simulations utilizing a century of US market knowledge present that the volatility-managed TDF delivers a extra steady danger profile and improves the terminal-wealth distribution relative to the static TDF. These outcomes maintain for a band-constrained implementation that limits deviations from the glide path, after accounting for transaction prices, over shorter funding horizons, and throughout various glide-path specs, volatility estimation strategies, and labor earnings assumptions. The proof means that volatility administration presents a sensible enhancement to standard glide-path design.