As for Dylan, Dylan can use Boehm (and does for now in the C and LLVM backends), which is conservative.
However, Dylan can also use MPS (http://ravenbrook.com/project/mps) which is a much more advanced GC that does copying/compacting and all that. Dylan uses MPS with the compiler backend that generates native code.
The plan is that once the LLVM backend is up and running using Boehm, efforts will be made to get it working with MPS.
Julia uses a home-grown GC, but I'm not familiar with it or its characteristics at all.