What's the difference between a Sith and a Dark Jedi?

The Sith are followers of a cult of evil Force-users originally founded by stray Jedi. The term "Dark Jedi" refers specifically to a former Jedi who has fallen to the dark side. Or in casual use, it could refer to any dark side user. So all Sith could maybe be called Dark Jedi, but not all Dark Jedi are Sith.