Socialists want the workers to own the means of production.

Capitalism/liberalism wants capitalists to own it (though the workers can be the capitalists in question). Social democracy is a form of liberalism that seeks to improve quality of life and economic outputs through the creation of a well regulated welfare state (typically).

Other than that, it depends. The two groups mostly agree that poor people shouldn't starve, that living wages should be a thing, and democracy and human rights matter, and one of the best ways to accomplish this all is the empowerment of worker unions. Everything else gets complicated.

FDR was definitely not a democratic socialist. He also wasn't what modern views would consider a social democrat, but if it wasn't for America still being segregated he probably would have counted as one easily enough. For the time? Probably. Some Greek Social Democrats wanted to conquer Turkey and expel the Muslims...