I don't know of any passive RFID tags with enough left-over power to run a loud beeper.
You would need a strongly directional antenna and user input (or an antenna array) to find the tag using the phone itself, which would be a relatively bulky and expensive piece of equipment.
If you're just trying to find something using radio, a 100% passive system like http://en.wikipedia.org/wiki/RECCO is simpler and cheaper anyway.
The problem with RFID is that past a few feet, you need a lot of energy to power them (it falls off with the inverse-square law), which your phone just won't (and shouldn't) put out. So RFID is dead in the water for this sort of thing, but BTLE solutions abound and are quite cheap, despite that they need to have a battery.
compare O(n^2 + .0001 n^4) where n is 5
A lot bigger and stronger (rf) than my cellphone- I'm sure.