Consider a parabolic stochastic PDE of the form $\partial_t u=\frac12\Delta u + \sigma(u)\eta$, where $u=u(t\,,x)$ for $t\ge0$ and $x\in\mathbf{R}^d$, $\sigma:\mathbf{R}\to\mathbf{R}$ is Lipschitz continuous and non random, and $\eta$ is a centered Gaussian noise that is white in time and colored in space, with a possibly-signed homogeneous spatial correlation function $f$. Suppose, in addition, that $u(0)\equiv1$. Then, we prove that, under a mild decay condition on $f$, the process $x\mapsto u(t\,,x)$ is stationary and ergodic at all times $t>0$. It has been argued that such spatial ergodicity, coupled with moment estimates, teach us about the intermittent nature of the solution to such SPDEs. Our results provide rigorous justification of of many such discussions. The proofs require developing novel facts about functions of positive type, and strong localization bounds for comparison of SPDEs, some of which we hope to introduce in this talk. This is based on joint work with Le Chen and Fei Pu.