Quantification of human immunodeficiency virus (HIV) RNA by branched-chain DNA signal amplification, measurement of soluble tumor necrosis factor type II receptors (sTNFR-II), neopterin, beta2-microglobulin, or CD4 cell counts can be used to predict the risk of clinical progression or death in HIV infection but have not been compared in the same study. Ninety subjects were categorized into progression groups by their rate of CD4 cell decline and matched into triplets by initial CD4 cell count, age, race, and calendar time. By matched logistic regression, only the sTNFR-II and HIV RNA values were predictive of outcome across the progression groups. Categorization of baseline HIV RNA and sTNFR-II resulted in differences in progression to several clinical outcomes. sTNFR-II concentrations were the only immune marker examined that increased the prognostic utility of HIV RNA determination in early-stage subjects. Further studies in later stages of disease or after therapy are indicated.