I frequently call my setting one of "dark fantasy" but I think that might require further elaboration, since there's a trend to migrate to dark fantasy in general in the genre... but the end result is not always the same. And if you look up dark fantasy at Wikipedia, or Google it elsewhere, or whatever, you can get a lot of different interpretations on what it means.
One trend that's pretty noticeable in modern fantasy has rather pejoratively been labelled "grimdark"--although lacking any other descriptive adjective that really fits, I think the pejorative is becoming the mainstream label for it. Probably the most notable example that I've personally read of this kind of stuff is by Joe Abercrombie. When I say that DARK•HERITAGE is dark fantasy, this is not what I mean. I thought Abercrombie's novel Best Served Cold was just gratuitously nasty and edgy, long after being nasty or edgy had any meaning anymore. It just kept on serving it up until I was sick of it. Sex, violence, seedy betrayals, torture, incest, cannibalism--it had it all, and it was all luridly on display.
So, again, just to get that out there--that is not what I mean when I say dark fantasy. But Joe Abercrombie didn't come from nowhere, and he hardly is responsible for starting the trend. I look at pioneers like Glen Cook and see a tone that I like better. Sure, it's got pretty rough anti-heroes doing pretty nasty things; but not really gratuitously, and usually "off camera" anyway. I most especially like the notion of likeable scoundrels and rogues; folks who are more anti-heroic, yet charismatic and interesting to read about. I also love the idea of anyone who uses magic being scary beyond all reason. Something about the very nature of using magic is corrupting, unnatural, and just... inhuman. I like that. It's very Lovecraftian.
So there's not a lot of black and white good and evil in DARK•HERITAGE. Lots of folks are bad. Most folks that you'll encounter, maybe. Most likely the protagonists and PCs will be more anti-heroic rather than traditionally heroic. Think of it as a strong patina of noir over a sword and sorcery (rather than high fantasy) base.
A lot of so-called dark fantasy today is in modern-day paranormal "chicklit"—the successors, contemporaries and collegues to Laurell Hamilton and Stephanie Meyers. Clearly DARK•HERITAGE doesn't fit that mold; I greatly enjoy the pleasure of constructing a "secondary world" fantasy setting, and I'm looking to emulate—to some extent—Westerns and swashbucklers with that, not the modern world.
But one thing I do have in common with that brand of dark fantasy is the focus on the paranormal that is more horror-like in approach rather than typically fantasy like.
In fact, I'd say that that's what I consider to be dark fantasy; the kind that I'm trying to emulate in my setting, at least. It's sword & sorcery specifically (as opposed to high fantasy) with a thick coat of noir and horror laid on top of it as thematic elements and tone.