A factory reset usually means removing all data that has not been there from the very beginning. So your save files should sadly be gone.
If you want to back them up in the future, you have to look into the folder the game has been put in (for example 'Downloads' - 'Apple Adventure Game' - 'Saves') and take the corresponding save files and put them somewhere else (another location that is not your current device, if you want to reset it).
There are some notes to this, however. Depending on how good you are at navigating your devices folders it may become more tricky, especially if a game has not a very clear file structure.
For example: Some games may place their saves somewhere else like your 'user folder' on your PC. I believe phone apps may have varying places on your internal storage, as well.
There is also the situation where just taking one file out from the folder is not enough, as the game uses more than that to work with. So if the save files are in a specified folder, better take the whole folder with you.
That should be the gist. Again, it can be a bit complicated to give a clear-cut answer to this as it can vary from game to game. The best idea would be to check your game out on your internal storage and see what you find. If you find something resembling a save file, you can then back it up.
A final note: Some devices (like your PC), also offer resets while keeping your personal files. This will, again, remove the entire game, so if the save files are in there, they will be gone, too. If the save file location is somewhere in your user folder / personal file location, it will probably be kept during the reset. Still, I would always recommend you back up your important things (even if they are only temporary valuable like a current game playthrough) in order to not lose anything.