FDR
While Roosevelt had a poor understanding of economics, and ultimately hurt the lower classes through his politically popular class-warfare economic policies, he was not really a socialist, in that he made no move to put productive capacity in the hands of the government. His administration never really challenged the concept of private ownership of the means of production, and once he was forced by the need for war materials to shift his policies to make them more favorable to investment and expansion of productive capacity, the economy got a lot better. If he'd only done it sooner, the depression wouldn't have lasted 10 long years.
While I don't fully demonize Pinochet the way a lot of liberals do (as they would never demonize a left-wing anti-American ruler with the same repressive domestic policies), there is no comparison between Pinochet and FDR. Pinochet may have been a good cold war ally, but I wouldn't choose him as a ruler.
I guess you've never heard of the NIRA, eh?