The words Neon, UV and Day-Glo are interchangeable and mean the same thing. All react with UV lighting (sometimes called blacklight) and sunlight. Glow In The Dark is different, it's phosphorescent and..... glows in the dark.
For those concerned about the safety of these products due to the labelling, we have a statement from Diamond FX Similar issues apply to Kryolan Day-Glo colours.