Are you going into a guitar amp or a line-level device? Typically, when you experience a volume difference when in Relay mode it's because there's an impedance mismatch between the "Guitar" signal and the input of the device. This can also happen if the cable from the pedal to the amp is very long.
To answer your question, other than the line/guitar switch, there's no way to adjust the gain to match. You would have to use a preamp in between the pedal and the input of your next device.
