Dear Mr. Guje,
Thank you for posting your request on History Hub!
We searched the National Archives Catalog and located the collection titled Papers as President, President's Personal File, 1933 - 1945 (Collection FDR-PPF) that includes a speech to the Labor members after the signing of The Declaration of Philadelphia in which the phrase is mentioned by President Rosevelt. The speech has been digitized and is a available using the Catalog.
In addition, we searched the internet and located the quote in the ILO Declaration of Philadelphia [see Section I(c)]. For more information about The Declaration of Philadelphia, please see the article titled The Declaration of Philadelphia – 75 years on the International Labor Organization website.
We hope this is helpful. Best of luck with your research!