Many conservatives and libertarians (myself included) believe that not only did FDR not help us out of the depression, but actually made it way worse through government intervention, “executive orders”, and increased government spending. (See this article from Robert Higgs from the Mises Institute for a full breadown).
The following cartoons of the time show there are many that felt the same way during those times.
The children represent the different agencies created during the new deal
FDR’s attempts to override the supreme court
Acknowledging the failure of the new deal