Video in education has become pervasive. Globally, educators are recording instructional videos to augment their students' learning and, in many contexts, replace face-to-face lectures. However, the mere act of watching a video is primarily a passive learning experience likely leading to lack of student engagement hindering learning. Active learning strategies such as video annotations and in-video questions have the potential to shift the passive experience of watching an instructional video to a more active one by engaging students with learning strategies designed to promote self-regulated learning and improve content knowledge. This experimental study investigates the impact of in-video questions compared to video annotations on learning and self-efficacy in an experimental setting. Findings revealed that learners who annotated videos had higher self-efficacy than those who completed in-video questions likely due to the immediate feedback received from the in-video questions. The study further concluded that prior knowledge plays a critical role in selecting appropriate active learning strategies, suggesting that video annotations be considered when students have prior knowledge about a topic whereas in-video questions with immediate feedback be interspersed in videos when students do not have prior knowledge about a topic.