No, neither he nor Stalin were fascists. If they had been, no Jews would have survived in Europe. Stalin was a Marxist, and thus his mass murder targeted classes more than ethnicities (there were exceptions, but he expelled as oppose to simply murdering them industrially, not that big a difference but a key one). Stalinism, unlike Nazism, was prudish, its lethality was more concentrated, and it made much better use of its potential as a conquering force.

FDR's Administration was undoubtedly authoritarian in some aspects, but then the USA as a whole has always had that strand in it, whether from slavery or its segregation-and-sharecropping successor.