Perhaps take a look here:

https://www.openvdb.org/

VDB's (Volume Based Data) aren't meshes as your thinking. They're more a descriptor or set of attributes that get attached to an object. In fact you hide the visibility of the object geometry.

An node can be set so that it does output a mesh, but then it's no longer a volume.  OBJ is what is output usually; FBX is just a packaging tool really and uses ojb internally.

But as GGreen is basically saying; is your goal to have the VDB or the final look it creates?