If $e^{i \theta} = \frac{2 + i \sqrt{5}}{3},$ then find $\sin 4 \theta.$
Squaring the given equation, we get
\[e^{2 i \theta} = \left( \frac{2 + i \sqrt{5}}{3} \right)^2 = \frac{-1 + 4i \sqrt{5}}{9}.\]Squaring again, we get
\[e^{4 i \theta} = \left( \frac{-1 + 4i \sqrt{5}}{9} \right)^2 = \frac{-79 - 8i \sqrt{5}}{81}.\]Therefore, $\sin 4 \theta = \boxed{-\frac{8 \sqrt{5}}{81}}.$