The capacitance of a transistor and its wiring is a filter and produces negative feedback from the collector to its base due to the Miller effect which reduces the hfe AC small signal current gain.
The hFE DC small signal current gain is not affected so it is the highest.
Fairchild's datasheet for the 2N3904 transistor shows a graph of the hfe AC small signal current gain dropping as the frequency gets higher.
I must confess that I have some problems to understand the meaning of "small signal dc gain". According to Audiogurus answer this would be identical to the small-signal ac gain for low frequencies.
Moreover, the current gain depends, of course, on the quiescent collector current Ic. However, can this property lead to a term like "small signal dc gain"?