Transport in cells occurs via a delicate interplay of passive and active processes including diffusion, directed transport and advection. Despite progresses in super-resolution microscopy, discriminating and quantifying these processes is a challenge, requiring tracking of rapidly moving, sub-diffraction objects in a crowded, noisy environment. Here we use Differential Dynamic Microscopy with different contrast mechanisms to provide a thorough characterization of the dynamics in the Drosophila oocyte. We study the motion of vesicles and the elusive dynamics of a cytoplasmic F-actin mesh, a known regulator of cytoplasmic flows. We find that cytoplasmic motility constitutes a combination of directed motion and random diffusion. While advection is mainly attributed to microtubules, we find that active diffusion is driven by the actin cytoskeleton, although it is also enhanced by the flow. We also find that an important dynamic link exists between vesicles and cytoplasmic F-actin motion, as recently suggested in mouse oocytes.