The closest I have found:

Let no man or woman thoughtlessly or falsely talk of America sending its armies to European fields....I have said not once but many times that I have seen war and that I hate war. I say that again and again. I hope the United States will keep out of this war. I believe that it will....As long as it remains within my power to prevent, there will be no blackout of peace in the United States.

from the radio address to the American people on Sept. 3rd, 1939 (two days after the German/Russian attack on Poland)

Wolfgang