In 1928, Ray appeared in his final silent film, "The Count of Ten", in which he had a supporting role. From 1929 to 1931, he appeared in stage roles in off-Broadway productions but found little success. He returned to the screen in 1932's "The Bride's Bereavement; or, The Snake in the Grass", a comedy short and his first sound film. In July 1934, Ray filed for bankruptcy for a second time. He and wife Clara, whom he had been separated from since 1930, divorced in May 1935.