Yes, raw fruits and vegetables are generally healthier because they contain a higher amounts of vitamins than cooked fruits and vegetables. High temperatures have a negative impact on some vitamins. Excessive heat degrades the heat-sensitive vitamins.
Some vitamins are heat sensitive, but many vitamins are insensitive to high temperatures. For example: Vitamin C and some B vitamins are sensitive to excessive heat, so you should not cook fruits and vegetables to keep high amounts of these vitamins. On the other side, the heat resistant vitamins are A, D, E, K.
While high heat can lower the amounts of some vitamins in fruits and vegetables, the cooking can make several fruits and vegetables more healthy in terms of digestion improving. The positive impact of cooking also is that it helps to better absorb certain vitamins.